I have to agree with Vera on this.
Fried chicken (I have my recipe on here somewhere, it's from where I work) - we brine out chicken. We use a seasoned flour. Usually we just dredge the chicken in flour once, and let it sit in the flour to get "gummy". This, when placed in the fryer, makes a thicker crust.
For other breaded items, it's dry/wet/dry. We start with a seasoned flour, then an egg wash (for me it's usually about a dozen eggs, and a few cups of buttermilk) which is usually seasoned as well. Then, depending on the item being breaded, either back into the seasoned flour, or into a panko crumb mixed with ground pecans.
The initial dry dusting can be flour, or cornstarch. Cornstarch is typically used in Oriental recipes, from my experience.
The wet mixture usually contains eggs, and something else "wet", like water, milk, cream, buttermilk, etc. I will admit that you don't want a really "thick" wet mixture. I probably use way to many eggs. For home use, probably 3 eggs and a cup or so of milk will be adequate.
The final dry breading coat can be all sorts of things. Flour, cracker crumbs, bread crumbs (panko, homemade, boxed, etc.), nuts, cornflakes, crushed chex cereal, and others, or a mix of any of these.
I've only see Soda Water/Club Soda used to make a batter out of for Tempura batter for veggies.
I've found that for a good beer batter, you want a medium-dark beer (I usually use Shiner Bock), and enough flour to make a batter of the consisitency that you like. Seasoning the mix is up to you. I like to add a little malt powder to the flour and stir before adding the beer. This helps by adding an extra "malt" flavor.
The proper order for breading is flour/egg wash/final breading product, as I was taught in college. To help with the mess, use one hand when dealing with the dry products (first dredging, final dredging), and the other hand for the wet (initially grabbing the product, then pulling out of the egg wash). I tend to do an assembly-line process, like someone else posted. I will actually flour one item, dip it into the egg wash, then flour something else. Lift the first item from the wash, into the final breading product, move the second item from the initial dredging into the egg wash, then flour something else. Keep at this, moving items down the line, until you're done. I like doing this, as it's "multi-tasking", and keeps the items being breading into the three stages for a few minutes, allowing a good coating.