How can I wire a GFCI receptacle and a combination switch/receptacle device?
Equipment grounding wires have been omitted for clarity. Don't forget to properly connect all equipment grounding wires. 


Connect the white (grounded, neutral) wire from the feeder to the silver screw on the Line side of the GFCI receptacle.
Connect the black (ungrounded, hot) wire from the feeder to the brass screw on the Line side of the GFCI receptacle.
Connect the white (grounded, neutral) wire from the cable feeding the combo device to the silver screw on the Load side of the GFCI receptacle.
Connect the black (ungrounded, hot) wire from the cable feeding the combo device to the brass screw on the Load side of the GFCI receptacle.
Connect the white (grounded, neutral) wire from the GFCI receptacle to the silver screw on the combo device.
Connect the black (ungrounded, hot) wire from the GFCI receptacle to the black screw on the switch half of the combo device.
Break the tab between the terminals on the combo device.
Connect a jumper (red) from the brass (switched) screw of the combo device to the black screw on the receptacle half of the combo device.
Place a "GFCI Protected outlet" sticker on the combo device, and all downstream protected outlets.




With this setup the receptacle on the combo device will be controlled by the switch on the combo device, and will also be GFCI protected.  In the drawing above, I've also included a pass through GFCI protected feeder. This pass through can be used to power, and protect down stream devices.