This is a good question. I've wondered about the same thing. I just read from a magazine that it doesn't matter which one you do first. You should pick the one that you like the best for last so that you will be more likely to finnish your workout effectively. So let's say you prefer cardio over weights then do your weight training first and cardio after that because you will be more motivated to get your workout done because you are saving your favorite part for last. I personally hate cardio so I would have to do it other way around although it's hard to have enough energy after cardio to do a good weight training.