You can change the device powering sequence in any activity (Activity > Settings > Review the order in which devices are powered on).

Also since HDMI is a "two way" connection, you should turn off any "auto-tune" feature (sometimes called EZ-Sync, Viera Link, AnyNet, BD-Wise, etc.). The "auto-tune" feature is used to communicate between devices to have one device turn another on, or to auto-select an input. However, these auto-changes will create conflicts as the Harmony is unaware of them. Furthermore, the "auto-tune" feature can cause issues that stop other devices from booting/starting/handshaking properly. Unless you feel you need it and unless you don't have problems, turn it/them off (in the user menus of all applicable devices).