Nope.
Low beams first (turns on taillights as well). It's the law in many states:
Headlights on with windshield wipers: state-by-state laws
Headlights can make it easier for other drivers to see you during bad weather, but only 18 states require lights when your windshield wipers are active.
www.wkyc.com
Then front fog lights if they do anything good for you. Fog lights usually help when visibility is severely restricted and you need all the help you can get to find the edge of the road.
Then rear fog lights, if you have them. So others can see you from further behind.
HTH,
a
