I usually get to the gym 4 or 5 times a week. My "routine" consists of
10 mins on bike
10 mins on cross trainer
10 mins on the stepper
30 mins on the walk/treadmil
10 mins of weights
15 mins running
It works for me, i guess there is no set routine you should be doing...i'm really getting into running so i think i'm going to up the running a little bit more

I love it when i meet my own personal goals, an extra 5 mins on the treadmil or doing more reps with weights

its great fun