Mixing baking ingredients separately
By mixing the dry ingredients separately and whisking them a bit before adding them to the liquid, you are making sure that the baking soda/powder/salt, gets evenly distributed throughout the flour.  Also, the flour will be able to absorb the liquid easier and more uniformly without the flour becoming over-worked.

From my personal experience, when I didn't do it this way my cakes seemed to be drier than cakes I had made when I combined them as instructed.  But this is from my personal experience, and others may have had different experiences.