HDDs + GPU etc. on one PSU chain

[rof3]

I have an X-Connect 400W, and afaik it has only one 12V rail (I don't really know what that means but I read it somewhere, ha).

So anyway, I am trying to work out how to make the cabling in my case more organized, since recently adding two SATA drives. My question is this: does it make a difference how many high-power devices are on one chain of power cables from the PSU? In an extreme example, would it be bad to have three HDDs and a video card all powered by one cable from the PSU? Or does it make no difference?

Also, in which order do the following devices use power?

DVD-RW drive
ATA 133 drive
SATA-150 drive
Video card

Thanks.