With regards to radios. Radios should be off before turning on generators because the Generator Control Units (GCUs) which guard against: overvoltage, undervoltage, off frequency, reverse current, and (can't remember what else) are not active until the generator comes on line. There is a risk of a current/voltage spike that could fry your avionics.
Not sure about alternators other than (if memory serves me)they generator AC current and use a transformer rectifier to turn it into dc.