Hypothetical: What type of account to invest in using cash inheritance.

Came across this scenario in the comments of another thread here, not sure if it will get enough attention. https://www.reddit.com/r/PersonalFinanceCanada/comments/4erneu/nooby_questions_about_rrsp_limits/d22wsi6

That's interesting, I always thought it was best to max out your RRSP contributions (I've only been in Canada for ~10 years), and I was feeling bad that despite my best efforts I still have ~$200k in contribution room.

I am expecting a (somewhat) modest inheritance, and was in a pretty high bracket (still am but a little lower annual income now) and figured that the room was worth it for the inheritance.

I believe its better to max out TFSA first and then put it in a non-registered account instead of maxing out RRSP. End up paying less taxes and miss out on matching.

Did I miss something. I feel like I am but I can't figure out what