How can I set WiFi connection order in Windows 10?

Open an elevated command prompt (Admin). You can do this by pressing the Windows start and x keys and choosing the Command Prompt (Admin) option; and type the following command:

netsh wlan show profiles

This will display all your available connections, in their present order of preference (those listed at the top are "preferred" to those at the bottom).

To change the order in which your machine attempts to connect, type (or paste)

netsh wlan set profileorder name="connectionname" interface="Wi-Fi" priority=1

remembering to change connectionname to the appropriate name from the listing shown in the results from the first command, and setting the priority to whatever you wish. "priority=1" means "top of the list"

(source: http://mywindowshub.com/how-to-change-priority-of-wireless-networks-in-windows-10/)

Not sure if it belongs here, but might be really useful for others: I came across this question multiple times, so I wrote a small open-source .NET tool for it. Drag & drop networks in order, set autoconnect and autoswitch (autoswitch determines if the netwerk can be disconnected in order to connect to a better alternative). It's a front-end for the netshell commands.

Blog: http://bertware.net/blog/15/set-windows-network-priority-with-wlan10/

Github: https://github.com/Bertware/wlan10

One way is command line as already mentioned in the above answer. Second way that I'm mentioning here is little bit for users who have limited or almost no technical knowledge or administrative access.

Follow these steps to change priority of network.

1. Forget all the Wifi Networks - You can easily forget Wifi Network by LEFT clicking on Wifi Connection icon and selecting Network Settings. After that click on Manage Wifi Settings. Scroll to bottom and there you will find all your saved Wifi Networks. Left click on each and every Wifi Network and then further click on Forget button that pops out once you left click on any particular WiFi Network listed there.
2. Note that WiFi networks are prioritized in the STACK Way i.e Last Saved Networks Always Proceeds over earlier saved network as the default behavior of Windows.
3. Start connecting and saving all networks from the order that you want to connect least i.e save the lower priority network FIRST and then save your particular Wifi Network in the LAST.

After following the above steps you'll see that if all Wifi networks are switched on then your PC/Laptop connects to the Wifi Network that you configured LAST first!