It all depends on what you're looking for. First, lift heavy weights if you are looking to increase muscle mass. Then move into cardio. For those who want to lose weight or exercise, you can switch from cardio to strength-training.
You can burn fat by just doing cardio. Add strength training to your workouts.
You should do cardio last if your goal is to increase muscle mass. This stimulates growthhormones, which helps build muscle mass.
You should also eat before your workout. This will fuel your muscles and make them work harder. It makes you feel better when you exercise.