My trainer told me to do whatever your primary fitness goal is first, while your body is fresh.
If you are mostly concerned with cardio fitness (ie: training for a 10K road race), do your cardio first. If you are mostly interested in strength (ie: training for a stronger upper body so the groceries are easier to carry in), do your weights first. If you do your weight training first, do not forget to do a 5-10 min. cardio warm up before hitting the weights!
If your goal is both, mix it up. This way your body will not get used to any particular pattern and learn to adapt to whatever you give it resulting in better overall fitness.