Yep, this will be an "it depends" answer.
What is your priority? Building muscle or increasing your cardio performance?
That would determine your order (from what I've read).

For me, running two miles on the treadmill at a reasonable pace (defined by your current physical condition) acts as a good warm-up for lifting. I'm not fried when I'm done, but I also maintain my current running performance. I move into the weight-room feeling loose and my body temp is nice and warm. When I really want to improve my run times, I'll do longer runs on off-days from the gym rather than combine weights and running into one session.

One bonus to doing cardio first is that you can immediately move into recovery after your weight lifting session. This includes downing some serious protein and carbs. In the past, when I've done cardio AFTER weights, I feel like I'm starving my muscles.
Source(s):
Personal experience as a hard-gainer who has not been able to defy genetics.

The usual publications: Men's Fitness, Muscle and Fitness, etc etc.

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