First I want to say that this is strictly anecdotal:
If you do cardio and then weights, it will take away from your workout because the muscle glycogen that you use to do your weight training will be depleted. When taking a shake right after your cardio to restore the glycogen, digestion of the protein will be occuring, taking blood into the stomach and away from the muscles. It will effect your workout, especially if you are taking in protein with your shake.
If you are doing weights, do them first. Your metabolic rate is increased by weight training and the cardio after will further boost your metabolism. It is not optimal for fat loss, but it is effective, just not AS effective. Remember, calories in has to be less than calories out and that is just not about calorie restriction, it is through activity too.
I know fukkenshredded does his cardio first, but that guy is a mutant.