TechRep wrote on Oct 14^th, 2011 at 12:35am:

In real life, with all pumps on and valves open, the externals and aux's would empty first due to their higher pump pressures (28-40 psi) over the main tanks (15-24 psi). Primary fuel management dictates burning the aux's first then the external before using fuel from the mains. This helps decrease the lifestress on the airframe. but it is a sim and pretty darn accurate overall...

Are you sure? I've always heard the opposite. Keeping fuel in the wings and in external tanks is important because it reduces the mechanical stress between the wings and the rest of the airframe by putting a significant portion of the weight to be lifted in the wings themselves. An aircraft with one or more tanks in each wing and external tanks, and one or more tanks in the center, must burn the fuel in the center tanks first during flight, only switching to wing and external tanks when the center tanks are nearly empty. With all pumps on and valves open, the center tanks will empty first. CS aircrafts work this way.

Pinatubo.