This paper investigates the sensing order problem for multi-user and multi-channel cognitive radio networks. While most of the literature studies focus on the sensing order for a single user, we consider the scenario in which multiple secondary users sequentially sense and access the channel according to their individual sensing orders. In multi-user case, channel access collisions among secondary users will lead to performance degradation. We propose a novel metric that comprehensively consider the channel availability, transmission rate and collision probability, and exploit an efficient dynamic programming algorithm to establish the sensing order based on the metric to improve the sensing efficiency and transmission throughput. Simulation results demonstrate that our algorithm can not only effectively reduce the collisions among secondary users, but also can achieve higher network throughput than other schemes studied. Furthermore, we also discuss how the network environment impacts the performances of different sensing orders.