If I have 2 or more units with Tank on a battlefield and the opponent is trying to conquer it, can I decide which of my units gets the damage first, then second, etc.?

No — the attacker decides, not you.

During the Combat Damage step, the attacking player assigns their damage and chooses which of your Tank units takes lethal damage first when you have multiple Tanks at the battlefield. Since your Tanks share the same damage-assignment priority, the attacker may assign to them in any order (Rules 815.1.c.2, 465.2.c.7). All your Tanks must still be assigned lethal damage before any non-Tank units of yours can be assigned damage.