Which is the most advanced order in gymnosperms? 

Gymnosperms are a group of seed plants. Gnetales have a vascular system made up of Xylem with tracheids and parenchyma cells and the phloem is made of sieve cells. However, even though the vessels are absent in the xylem in Cycads and Gingko, this is found in the Gnetales where it seems to have developed from the pitted tracheids, making them similar to the angiosperms.
Hence they are more advanced.