A person’s tallit is put on before his tefillin, for tefillin are holier than tzitzit, and it is proper to rise gradually in the levels of sanctity (Shulchan Aruch 25:1).
In addition to the regular kavanah that one must have at the time that he performs any mitzvah, which is the intention to fulfill a mitzvah of Hashem, we learn in the Torah that the mitzvah of tzitzit is to remind us of all Hashem’s commandments so that we may fulfill them. By performing the mitzvah of tefillin we are reminded to “enslave” our hearts and minds to the service of Hashem, and to remember His Oneness and the Exodus from Egypt (Shulchan Aruch 8:8; 25:5). These kavanot are printed in the siddurim, and although there is no obligation to say them, it is at least necessary to think them.
Those who want to enhance the mitzvah put on their tallit and tefillin at home and come to synagogue adorned in them (Shulchan Aruch 25:2). Even if this prevents them from being one of the first ten people to arrive, it is still preferable to put on one’s tefillin at home and come to synagogue wearing them (see Mishnah Berurah 90:47).
Because of the sanctity of tefillin, it is forbidden to let one’s mind wander from them the whole time that he is wearing them. Therefore, one must touch his tefillin frequently (Shulchan Aruch 28:1).
