It all depends upon what you are trying to achieve. If you want to build muscle mass, then do heavy weights first. Next, move on to cardio. If you are looking to lose weight, then move on to strength training.
Start with cardio if you only want to lose fat. Next, add strength training.
Then if you want to gain muscle mass, do cardio last because it stimulates growth hormones which help build muscle mass.
Also, eat before you workout. This will fuel your muscles, making them work harder. This will make you feel better while working out.