I don't usually combine the two in one workout. I don't belong to a gym, so that probably wouldn't work for those that do. I vary when I do my cardio, depending on which cardio I am doing.
I jog three times a week, and do mornings most times right after I get up. On days where I do other types of cardio (biking or dvds) that will usually be evening (or afternoon if I'm playing hooky
Strength training is done usually in the late morning, depending on my schedule, after I have eaten breakfast and what not. Depending on the day, that will be either after or before my cardio, but will be several hours apart on either side.
I guess there is a science as to the best way to do it, but as long as you are exercising - do it however works for you!