I participated in a 6 week Insanity class at my gym. It started at 5:30 AM and the instructor implored us to eat something before class as she didn't want anyone collapsing. I made sure I had a good dinner and ate a banana before class. I couldn't eat too much but knew I had to get something in my belly. And then I drank some chocolate milk after class.
Eating before exercising is largely a matter of personal preference. Some people (especially morning exercisers) feel they don't have enough energy if they don't eat at least a snack beforehand. Others feel nauseous if they do.
Unless you fall strongly in either camp, just go with whatever suits your schedule best.
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