Why are oxides always of the form AyOx with A representing any atom except oxygen and fluorine I notice that for quite a few elements, oxygen comes before it in alphabetical order. Here is one of the rules in inorganic chemistry for molecular formulas:

Put all the elements in alphabetical order. 

So why do oxides always have what is being oxidized followed by oxygen?

That makes some molecular formulas like PO4 for phosphate violate the rule in inorganic chemistry that the elements are arranged in alphabetical order.

I guess all oxides have some element(except for oxygen or fluorine) followed by oxygen because:

1) it clarifies that what you are talking about is an oxide of that element.

and

2) the structure of an oxide is always some element with oxygen atoms around it.
Generally the least electronegative element is written first. And while naming also, +ide is attached as prefix to the more electronegative element.
For Ex- $ICl$ is written as Iodine Chloride not Chlorine Iodide. Similarly $OF_2$ is written as Oxygen Difluoride.
Coming back to your question, Oxygen is the second most electronegative element in the periodic table after Fluorine. Therefore it is generally written after all the other elements (except fluorine).