שלא עשני גוי
This morning blessing of acknowledgment has three main versions (גוי, נכרי, עכו"ם) that should indicate what we are thankful for not being.
Regarding the term גוי it is a term that can refer to a large and honorable nation and can even refer to the Jews. For example, by Avrohom the term is used יהיה לגוי גדול (פ' וירא), or by Yitzchak שני גויים (the Gemara Berachos 57b, refers to Rebbi and Antoninus), or to the nation of the Jews גוי קדוש or to the righteous הגוי גם צדיק תהרוג (פ' וירא)
Regarding the term נכרי the main purpose is to indicate a person in contrast to the one in discussion. This term can definitely be used when discussing two Jews (for example, in contrast to a Cohen). This term can even be used in comparing two different but related families (for example between Rochel & Leah to Lavan). Thus, when the Torah wishes to use this term to refer to another nation, a qualifier is also used נכרי אשר לא אחיך (דברים יז, טז).
These two terms גוי ונכרי are not the best terms to use since they are not clear and certain as to the reference. Thus, the clearest term to use should be עכו"ם (עובדי כוכבים ומזלות), which refers to the nations from earlier times that visibly worshiped idols.
על הצדיקים ועל החסדים...ועלינו
In this blessing, we first mention others and then mention ourselves.
In the Gemara (Berachos 58b), (during Bircas Cohanim) the individuals in the congregation make a request that includes first that my dreams should be for good for myself, and (then) for others.
However, the Mogen Avrohom (O.C. 130:2) says that one should first request for others and then for oneself. This seems to follow the saying the Gemara (Baba Kama 92a) that the one that prays for another and also needs that blessing, then the person praying would be answered first. This is further seen in this prayer from the Amidah that first one prays for others (Tzadkim, Chassidim, etc.) and then for oneself.
According to Rabbi Epstein, the main concept is that one should daven for oneself first and then for others (contrary to the Mogen Avrohom). The Gemara in Baba Kama refers to circumstances where one is not praying for oneself, but only for another (like Avrohom prayed for Avimelech in Parshas VaYeira). When one prays for oneself and others, like during the blessing of the Cohanim, then one certainly prays for oneself first.
As to the prayer referenced above from the Amidah, it is possible to explain that it is a proper and honorable way to first mention Tzadikim, Chassidim and other righteous people. However, where one prays for a general category of others (like during the blessing of the Cohanim) then, one should pray for oneself first.
Additional evidence can be found in the prayer of Rabbi Nechunyah ben HaKaneh (Berachos 28b) that we say prior to entering the Beis Medrosh. In that prayer we first say that one should not cause oneself to stumble, and then, not cause others to stumble.
Plus, in the words of Kaddish, we state עושה שלום במרומיו הוא יעשה שלום should first apply עלינו and then afterwards על כל ישראל.
