This is a great thread, and I love the list, but I would caution you about a couple of things. Please do not rush it and overwhelm this baby. Some will take one after the other in stride, while others may take a week or more on each. While this is great and helps, remember there is no such thing as totally desensitizing. There will always be something that can/will scare them, be it real or imagined. The trust you develop by not pushing it is a good thing. Building a relationship is just as important as any obstacle.
No, there will definitely be no rushing. I don't believe in it. My plan is to spend the first few weeks just brushing the colt and letting him get used to a new place. I want to take him on some walks around the property too.
When we start round pen work, my plan is to teach him to lunge first of all (at a walk and then a trot). When he seems to catch onto that, I might carry in a plastic bag with me and tie it to a pole in the round pen. I'll let him look and then we'll continue with our quick lunging lesson. A few days after that, I might place a small tarp on the ground instead of the bag. I'll stand on it, let him figure out for himself that it's not a horse eating monster and then ignore it for the rest of the 10-20 minute lesson. I know yearlings have the attention span of a hummingbird and I want to end each and every lesson on a good note. As long as we make some progress in each lesson (even if it's as simple as standing still while having his hooves picked), I'm happy. I have no deadlines for this horse at all and I want to keep everything fun and relaxed. I would like him to be able to reason through the scary things for himself and if he wants to spend some time spooking over it, then so be it.
Basically, my goal is to work with him enough that he will be safe around common things like bikes, children and loud noises. I know it'll never be completely fool proof, but if I can help him learn to accept even 95% of the scary things with grace, then I've done my job. I want to bond with him enough that he understands that I'll never lead him into some scary or dangerous, and to trust me enough to know that I won't let the evil, scary balloon get him.