I get asked some good questions in the forums and this one deserves some elaboration.  To paraphrase:

Is there a proper stacking order for hi-fi components you have lay on top of each other?

Someone that has never owned a component hi-fi system before, might have difficulty deciding which components to lay overtop of which.  Stacking them is usually inevitable, most people don’t have that many shelves that each has its own slot.  However there are many open shelving units that have a shelf per component and leave all components open to the air.  The basic design flies in the face of the more “entertainment center” conventions that had everybody stuffing their audio gear into a cabinet.  These days it’s a sort of modern addition to design to let your hi-fi gear breathe in the open air and have tea with the rest of the family. 

To answer the question, there are two main considerations.   

Structural integrity and heat dissipation. 

Structural integrity can be determined the old fashioned way, just heft any component in your hands to get an idea if you can get away with laying anything on top.  Even just a few components can add up to 50+ pounds.  Consult the owners manual to see if they have any explicit instructions as to how much capacity if any that it can take.  But even if nothing is read in the manual about it, common sense can go a long way.  A plastic $30 DVD player from Wall Mart isn't the best choice to anchor your system at the bottom. 

Heat dissipation is trickier.  If you look at the box you can usually determine where the manufacturer intended heat to dissipate from.  Vents should be given the opportunity to do their job, so give them plenty of space.  Components usually have legs that raise them from the component below, this is a great design but too often won’t leave enough space or sit too flat on top of the one below.  Spacers (possibly wooden chims) to space component tops from the one bottom of the one above it can help in these cases.  Some components have vents on the back, so it's important not to crowd the back in either, give some space from behind.  If you’re crowding everything into a closed entertainment center, it might be a good idea to invest one or more small fans you switch on for long viewing periods.

Components with moving parts like today’s PVRs including RePlayTV, TiVo or your satellite/cable receiver PVR have built in hard drives that generate a lot of heat.  If your DVR is also an HD receiver, it’ll have processors also creating veritable micro-furnace inside.  A PVR that runs hot all its life will probably have a shortened life expectancy and have more errors.  The thin film magnetic media that makes up the hard drive platter can be susceptible heat damaged.  Bad sectors could mean odd intermittent behaviors like stuttering, sound or image cut outs.

Amplifiers and receivers are components that have amplifiers built in which are VERY temperature sensitive.  It's paramount that you not place anything on top of a receiver.  Amps radiate a lot of heat, keep the top of your amps as clear as possible and if it’s enclosed with scant clearance on top, that's the best place to have a small fan.

I often wish they made small clip on fans that run on AC.  I'd buy about three of them for my system.  The clip is nothing special, just to clip it to the edge of a shelf.   

As a general rule I’d say about an inch between components for heat dissipation is good, depending on the components.  Obviously receivers require more than an inch

If you’re particularly concerned that a component is heating up too much and not being given enough breathing space test it with your hand after it’s been running awhile.  If it feels hot to the touch on the top of the box, it’s probably too hot inside and this could be damaging to semiconductor material and drying out lubricants on any moving parts.  If you have components that don’t pass the hand test you should get a fan in there ASAP.  Light air current passing over a few of your components will make a huge difference.