Every child is different and there are lots of ways to introduce solid foods, but after 4 kids of my own and a dozen or so daycare children this is what I do...
About 4 months or so, add a tiny bit of cereal to formula or breast milk, just barely enough cereal to add some texture. The main idea here is to get them used to eating off of a spoon. Supposedly Rice cereal is the most easily digested and least likely to cause a reaction, so I start with this. However, since rice cereal smells nasty, I only ever buy one box of it, then when that's gone switch to oatmeal. I never use Barley cereal. I don't know why there is Barley cereal on the market, because in our culture, we just don't eat things with Barley in it...except maybe beer. :shrug:
If the baby isn't interested in eating the cereal or gives you a hard time about it, back off and wait a week or two. Keeping in mind that they have a natural reflex to push stuff out of their mouth with their tongue, so don't give up too quickly, they need to learn. If for some reason, baby is really resistant to this process, don't stress about it, some babies don't need solid food until they are 8 months old and until they are about a year, most of their nutrients come from formula/breast milk anyway.
Once you start getting them to take the food from a spoon, gradually add more and more cereal to the liquid until you work up to a think paste. After a month or so, add vegetables to the meal. Some say fruits first, because they are sweeter and babies are more likely to accept them. I say vegetables first because if you can get baby to take veggies, fruits are a breeze, but if you do it the other way around, they may reject the veggies because they are not as sweet as they are used to.
Start with one veggie. Feed them the same veggie for 2-3 days, keeping an eye on baby for adverse reactions/allergies, etc. Then try something new for 2-3 days etc. Go through all the choices of single veggies, then all the single fruits, then you can add in mixed veggies and fruits, then add the mixed dinners. I never use single meats because they are gross and cost twice as much and you can introduce meats using the mixed dinners. Babies get their iron and protein from the cereals and from formula/breast milk, so the baby food meats are unnecessary. By the time you need to introduce plain meat or cheese, baby is able pick up and chew it. Mac and cheese baby food is also nasty IMO, cook them the real stuff and let them eat it with their fingers when they are old enough to do that.
Special made baby finger foods or "puffs" are nice, but Cheerios work just as well, are cheaper and if baby really doesn't like it, I'll eat them. About 7 months or so, put 3 Cheerios on the high chair tray and let baby push them around for a while until he figures out how to get them in his mouth. This is more about learning how to eat than about nourishment, so don't do this when baby is hungry, it just makes them mad. I usually start this when I'm cleaning up after a meal...baby's fed and happy to play with his new "toy," but at the same time, can associate it with food since he's still in the high chair. Expect to clean up lots of Cheerios from the seat and from the floor. Many of them will disappear never to be seen again, don't assume baby actually ate them when you looked away, because he didn't. Even if you don't see them do it, you know that baby actually got the idea to put them in his mouth when you start having to clean up soggy, sticky, Cheerios from the tray, the seat, the floor and baby's clothes.