when do I tenderize my steak?
It probably won't make a huge difference, but since marinade primarily flavors the surface of the food it contacts, it might affect how long you'll want to marinate.

If you tenderize first, the marinade will work into the small holes and cuts that tenderizing  will create. That means more of the marinade flavor. And, if using a marinade high in acid or containing fruits whose enzymes break down meat proteins (such as mango, I believe) any further tenderizing effect will be enhanced by greater surface contact. Accordingly you could marinate for a shorter amount of time.

This effect might be undesirable if you're marinating for an extended period of time (i.e. overnight). But there is no hard rule.