When creating a shapefile, the newest shapes will always be on top (oldest/first created shapes on the bottom). So mitigate against any overlapping issues its best to give some thought to which shapes you want to create first.
Now if you not creating the layer then your stuck with the order (as far as I'm aware). What you can do as a slight work around is create a column in the attribute table identifying the order you wish. Then use the categorised style with this new column. Then under 'Advanced > Symbol Levels...' you can now order how to view the polygons.
You can now see the smaller polygons on the top, but you won't be able to select them normally, as they are technically still underneath the polygon. group selecting (click and drag) will select the polygon plus those polygons around it. You'll just have to deselect those as you go.