Katie, I think it depends alot on your own body--you have to figure out what works for you. If I plan to go to the gym early in my day, I eat a banana right before going, or on my way there. If I don't eat anything, I find that I don't have the energy to do all that I want to do at the gym. If you can do all your exercise without eating, and you don't feel like eating, then don't
My work day is completely flexible, so I like to go to the gym around lunchtime, so that I can eat a giant quantity of food (lean protein, big salad and some kind of carb) when I get home. Exercise makes me very hungry. But you'll be fine as long as you don't try to exercise on a full stomach. I think that's the only real no-no.