Depends on your sport, Jenn. If you're an endurance athlete, like a runner or cyclist, then start by pulling on your running shoes or cycling cleats. For activities requiring explosive strength--climbing, paddling, volleyball--you'll want to lift weights before you hit the road. When you think about these answers in terms of performance, it makes perfect sense: A marathoner doesn't hoist weights before running a race, and a climber wouldn't run a 10K before attempting a difficult pitch. To ensure your best performance when training, you want your mind and muscles to be fresh.