Install from Nuget: Install-Package RichardLawley.WebApi.OrderedFilters
In your WebApiConfig.cs (or wherever you configure WebAPI)
// Change the Filter Provider to one which respects ordering
config.Services.Replace(typeof(System.Web.Http.Filters.IFilterProvider), new OrderedFilterProvider());
Derive your filters from BaseActionFilter, BaseAuthorizationFilter or BaseExceptionFilter, and set the Order property.