Unless your doing circuit training or a specific dvd, do your abs/core exercises first, then your strength, and then cardio LAST!
Why: Because you'll put everything into the strength/ab exercises if you do them first. Your muscles will not be as tired, and it will reduce the likelihood of injury.
This is something I saw written by a personal trainer. He sets his workout like this:
it has been said it takes you 15 minutes or so to burn fat. If you follow a workout this way, and have 15-30 minutes of strength & abs in, by the time you hit cardio your body is burning fat!