What comes first shugo chara doki or party?

There's no show called "Shugo Chara Doki Party". It's possible you're thinking of:

* Shugo Chara!: This is the original anime series.

* Shugo Chara!! Doki: This is the second season of the anime series.

* Shugo Chara! Party: This is a compilation movie that features scenes from both seasons.

Therefore, Shugo Chara! comes first, followed by Shugo Chara!! Doki.