If you are looking to do gym or exercise workouts that involve muscle and fitness training, there are a range of different exercises you'll have to focus on, and the order you do them in will also make a difference as to how effective your workouts Will be.
Building muscle and getting generally fitter or trying to burn fat require two different forms of exercise.
Muscle and fitness training will involve work with weights for muscle building. If you are going to do both muscle and fitness training then its best to do the muscle work first after an initial warm up. It will mean the body is already up and running when you move on to the more fitness / stamina based aspects of exercise.
What you do with weights again depends on your objectives – if your are looking for a "body building" kind of work out it will focus very much on specific muscle groups, while more general strength work will look at building up core stability, ie the Abs, the lower back muscles which help support the spine and hips. A lot of problems can stem from weakness in this area.
The fitness training exercises will have the most impact at the end of your workout. They might be running, cycling, or cross country ski-ing, or machines that mimic those. The best way to improve general fitness is to alternate between high and low intensity. If this was running, then jogging mixed with brief periods of sprinting would be a good example. It all helps get your heart rate up to the levels where the body will start to burn fat.
So good muscle and fitness training will see a careful choice of balance and exercise.