There really is no definitive answer on this. It depends on what your main goal is; training for an endurance event? looking to build muscle? etc. You should prioritize what is most important; if you want to work on aerobic conditioning that should go first, strength; then the weights should be first. There are also individual preferences; some people feel better lifting when their muscles are thoroughly warmed after the cardio.
I agree with the other answers so far, it’s more of a personal choice. However, if you are taking part in a weight training program, it may be good to incorporate interval-style cardio in. Not only to maximize calories burned during the workout, but to control the build up of lactic acid in your muscles which can affect performance when lifting.
Kristie, I am not aware of any studies that found it is better to do cardio before strength or strength before cardio. I believe in the past I read about some studies that found it really makes no difference which is performed first. For most of my clients and for myself, I do weights before I do cardio. When my clients do strength training they are tired when they are finished but not exhausted. They have energy left to finish their workout with cardio. If they start with cardio first, then they are usually quite tired. They often do not have much energy left to give a good effort when performing strength exercises. I am the same way. I have always been a distance runner. When I return from a long run, I have no desire to hit the weights. However, I can work with weights and then go out and still get in a good run. A trainer who once worked for me lifted very heavy. When he completed his lifting there was nothing left for him to do cardio. He found it much better to do his cardio workout before he lifted.