The official Magento CE/OS patches, grouped in one place.
I verified that they can be correctly installed on a fresh Magento instance. USPS-related patches are not included as their installation throws an error in multiple cases.
Patches can be installed in numbering order. Just be careful with the two SUPEE-7405, install v1 then v1.1.
To install a patch, simply download the file in the root folder of your Magento instance and execute the following command:
sh ./PATCH_SUPEE-...
The list of security patches required for all Magento versions can be found here. But this list includes SUPEE-1533 which has to be reverted in order to apply SUPEE-8788 and ommits SUPEE-3941 which is required, again for SUPEE-8788.