Going to Madina before Makkah

If a person is planning to perform umrah, should he go to Makkah first or he may go to Madina first and then Makkah? Some ulma say that it is good to go to Madina first, visit shuhada-e-uhud as according to a Holy prophet's one quotation implies that it makes our prophet more happy if one visits shuhada-e-uhad before he makes ziarat of the holy prophet (Sallallahu Alayhi Wasallam) and after spending his planned days in Madinah finally goes to makkah and performs umrah if one seeks the best from Allah. Is this thought valid? And if one performs his umrah in this manner keeping this in mind, would that umrah be valid?