On Shabbat: Light your Hanukkia, then your Shabbat candles. At the end of Shabbat, first make havdalah and then light the hanukkia.  (Though here the rule of two Jews and three opinions applies because some Jews do exactly the opposite and begin with lighting the hanukkia!) In any case, the Rambam (Maimonides), 12th century Jewish philosopher, advises: If you must choose between spending money on Kiddush wine and lights for hanukkia, the latter wins.

Shabbat Shalom and chag sameach!

Rabbi Barbara