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In what order do piped commands run?

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http://unix.stackexchange.com – I've never really thought about how the shell actually executes piped commands. I've always been told that the "stdout of one program gets piped into the stdin of another," as a way of thinking about pipes. So naturally, I thought that in the case of say, A | B, A would run first, then B gets the stdout of A, and uses the stdout of A as its input. But I've noticed that when people search for a particular process in ps, they'd include grep -v "grep" at the end of the command to make sure that grep doesn't appear in the final output. This means that in the command ps aux | grep "bash" | grep (HowTos)