1. Creates an Instance of the servlet class (Constructor)
2. Initializes the servlet (init method) and wait for requests.
3. if any request comes in, service method is called and this determines which type of request it is and calls the appropriate method(like doGet, doPost etc...)
4. The destroy method is called before removing the servlet from the container
I think you can trace what is happening by putting as the first line of the method definition and at the end of the method definition.
SCJP 1.5, SCWCD 1.4.
Hanging between Web Services and EJB