People always ask which is better to do first when working out...cardio or strength? Some say that one way burns more fat, while the other optimizes muscle growth. There is no conclusive evidence to show that one way is better than the other.
That being said, starting your workout with light cardio for about five minutes is a good way to start. Moving on to strength/weights before finishing with the appropriate, full-length cardio routine will insure that you won't run out of gas.