In the past SharePoint versions, STSADM is just okay, but it’s limited and hard to play with. However, with Visual 2010/TFS in collaboration with Windows PowerShell, you can completely perform the build automation (from Development Farms to QA/Test and Production), and also define the sequence in which Features should be activated. If something can be put into automation, then why bother to click through it manually every time?
Development Farms If you're talking about the Development Farms, you can configure running PowerShell cmdlets in Visual Studio 2010 post build eventspost build events. You can set up the sequence of Fetaures activations in your ps1 files. Here is the Microsoft's take on Using Windows PowerShell Scripts to Automate Tasks in Visual Studio.
For QA/Testing/Acceptance and Production Farms I would strongly recommend you to implement an automated WSP deployment as part of a Team Foundation Server (TFS) build. Here is take from a Chris (Microsoft MVP) on how to configure it.