It really is personal preference, it is hard to go wrong either way. If you like the ‘boom’ in movies, go with the SUB first. If you prefer to feel ‘immersed’ in sound all around you, start with the Sonos One SLs (my suggestion). Either way you go, you can add the other at a later date.
Depends on room size also. Bigger room arc + sub, smaller I'd go with the play 1's.
I bought the One SL’s first to go with my ARC, and although it sounded great, the bass from the ARC was a bit muddled on some frequencies. I just added the Gen 3 Sub and wow! The ARC improved immensely due to the fact that the Sub took over its duties on supplying the low frequency and let it focus on mid and high frequencies. I would get the Sub first and hopefully Sonos comes out with upward firing One SL’s in the near future for Atmos surround sound.