The common rule that has always been taught is to do your strength training first then switch to your longer, less intense cardio session. Why we do it in this order is when you first start to move your body it wants to use your glycogen stores for your energy source. A typical weight workout uses shorter burst of energy (anaerobic energy) to move heavy weight around. If you want to perform a heavy squat it is better to be fresh and able to have short burst of energy. If you do your cardio first by the time you get to your squats you may be to fatigued and get sloppy with your form.
If you prefer to do your cardio first this isn't a bad thing, however, you may feel a bit sluggish in your workouts. The idea behind doing cardio after your weight workout is you get into your "fat burning" (aerobic energy) zone and burn more fat by doing your cardio after. However, your goal should be to get in both your cardio and your strength training along with the other components of fitness to really get your body in the best shape and see the best results.
This all depends on what your goals are. If you want to increase your strength preform your strength training first. If you are looking to increase your endurance and aerobic ability then work on your cardio.
I really believe the most effective and most efficient way to workout is to do high intensity interval training (HIIT). This style of training has to be worked up to. So you would want to start with basic weight training movements, get your cardio level up and increase your flexibility. Now that you have a solid foundation you can start working into a HIIT style of training.
At the end of the day it is about how many calories you can burn in your workouts and the HIIT style of training really burns a ton of calories and it hits both strength training and your cardio. A good example is....
Heavy Squat / Heavy Deadlift - 2 sets 2 min sprint on the treadmill High step ups - 2 sets each leg 2 min sprint on the treadmill Reverse lunge - 2 sets each leg with an appropriate weight 2 min sprint on the treadmill
After this I guarantee you will be feeling your legs! Make sure you are completely warmed by doing about 5-10 minutes of cardio and some active and dynamic stretching before you get started. Good luck and push the sprints as hard as you can to make it effective!