there is definitely an order to the smart pixels. connect power and data wires at the beginning and the arrow points to the "end" of the string where it terminates.
power+data-lines ==> pixel1 ==> pixel2 ==> pixel3 ==> last-pixel
this is NOT true for the LEDs without a 'chip'. If you don't see an arrow, and/or don't see a small black chip, then you can connect from EITHER side. In those cases you will have 4 wires (+12v, R, G, B) and you can connect from either side. (in a device where the string loops around to the beginning I've even connected BOTH ends of the wires to the power/controller source to deal with a minor power loss at the end of the string -- if you do this, remember that you must use the same power source)