Very few players have roommates on the road anymore. I forget the specific number, but once a player has played something like 50 NHL games, they get a single room, which on this year's Blues would be almost everyone. So if a player does have a roommate, it's because they're both rookies.
As for the order players come on the ice, it's a matter of personal choice, but it remains remarkably consistent within the team. The one constant is the starting goalie is the first player out. On the Blues, Bozak is generally the next person out there, followed by Schenn. Most of the time, the backup goalie is the last one out, though Kyle Clifford usually trails for the Blues. It used to be that the S's on the team, Schwartz, Steen, Shattenkirk, would come out as a group. But it's amazing that, over the course of the season, even though it's not planned, the order stays very similar from game to game.
As for leaving the ice, different players are looking for different things in warmups. Schwartz was almost always the first one off in pregame. Perron is usually among the last. When he was here, Oshie was usually last.