There's no real order because their meaning is not about how deep or shallow the thinking is, it's more about different aspects or ways of thinking.
Consider = think about something before making a decision/judgement
Think = can be used in many different ways, but with 'about' is similar to consider but less detailed.
Guess = when you have an idea/opinion without any idea if it's true or not.
Suppose = when you think something is probably true
Expect = when you think something will/should happen
Assume = accept something is true even though there is no proof
Imagine = very similar to 'suppose', bu can also mean to form images in your mind