Well for the example you gave, you do them just like other things, work from the inside out.
So the thing inside the bracket, Where the limit if where n --> infinity, the "e" part is treated as a constant, then we evaluate the part inside to brackets to be pi/2, and then we take the limit as e-->0, but there is no e left in pi/2. The confusion with the order of limits arises when one considers the limit operator as a separate entity. Remember that we must always consider the expression it is connected to. eg I am sure you wouldn't confuse [tex](\sqrt{x})^2[/tex] and [tex]\sqrt{x^2}[/tex], which are 2 different functions. Changing the order of operators around is generally not allowed.