While there is no exact science to teaching sight words, I often utilize a variety of materials and teaching strategies and to tend to go for multi-sensory practice to help them stick.
At the end of this post I have a freebie with the order that I teach the first 25 sight words in kindergarten.
Students get practice writing their sight word, building it with cut out letters, and writing the word in a sentence.
If you are looking for a place to start, this list is my go-to in the beginning of the year. The order provides a good starting point for beginning sentences, and my kids have been very successful with sequential, explicit teaching.