I never thought about doing anything other than in the actual order of my names. I have two middle names though so I only ever do first and last initials since four isn't an option. You can do it whatever way you like though!
We have the same initials
I am thinking though... do I use my real name initials M T M (I have two first names)
or my nickname initials S M? My middle initial is A so that would make it S A M