I'd say better amp first too, though the improvement to your SR-202 will be small. It will still be an improvement.
If you buy the SR-007 first, it will be a disappointment.
In my situation, where I have an SR-202 with an SRM-T1 and an SR-007 with an SRM-717, I can switch headphones and amps whenever I want. When I use my SR-202 on the SRM-T1 and switch to the SRM-717, the difference is there but it's not better or worse, just a bit different. When I use my SR-007 however and switch from the SRM-717 to the SRM-T1, it's a disappointment. Especially the bass becomes fat and fatiguing, but the rest of the sound changes as well. On the SRM-T1 it feels more like a beam of ordinary, diffused light instead of the laser beam it is with the SRM-717, if you understand what I mean. The SRM-717 makes everything tighter which is good.
Conclusion: better amp first, but only if you are sure you're going to get an SR-007 in the future. Don't expect much improvement on the sound of the SR-202.