Is there a standard way to use a nonce with HMAC?
Under the assumption that $(K,\text{Msg})\to H_K(\text{Msg})$ is a secure MAC (be it HMAC or any other MAC), and $\text{Nonce}$ does not repeat and is of fixed size, both $H_K(\text{Msg}||\text{Nonce})$ and $H_K(\text{Nonce}||\text{Msg})$ are demonstrably secure, in the sense that an adversary not knowing $K$ can't distinguish either from random, even for iteratively chosen $\text{Nonce}$ and $\text{Msg}$.

When $(K,\text{Msg})\to H_K(\text{Msg})$ is HMAC, and we do no trust the underlying hash, and the weakness of this hash is bad enough that HMAC is not secure, it is hard to tell which of $\text{HMAC}_K(\text{Msg}||\text{Nonce})$ or $\text{HMAC}_K(\text{Nonce}||\text{Msg})$ is likely to be least broken. I wouldn't worry about that, because HMAC is secure with less-than-collision-resistant-hashes both in theory and practice (MD5's collision-resistance has been torn to pieces, but HMAC-MD5 so far stands valiantly). Any remaining security may depend more on what constraints the adversary really has on $\text{Msg}$, and what really counts as a success, than on anything else.