All I can give you is my experience and I'm only in my 3rd month (ill list my stats at the bottom).. I eat Protein first then whatever I want, but sometimes the protein can be too heavy so I'll just eat the veggie or whatever. I'm sure there may come a point that you can do both, but at this stage and for at least the next while I would stick to that because of the Vitamins etc that you need to maintain muscle and all that good stuff while you're losing drastically. There are tons of people here that are much farther out than me and I'm sure they will give you some better advice about that
Pre surgery: 240 lbs
Height: 5'-2"
Current weight: 188
Date of surgery: 9/4/12
Total loss: 52 lbs