So... what's the verdict?
There isn't any, except that this is an aspect of voice. I, for example, think a quote in the middle of the paragraph is fine, and Theresa doesn't like it. I think we could analyze why, had we time and I didn't have Xmas shopping to finish. :) But I suspect it's all about voice. This is one of the many choices we make when we're writing and revising that add up to how we sound-- our voice.
There is no "right" voice. There might be a right voice for a certain book or passage. There might be a right voice for a certain author. But different authors have different voices, and sometimes the same author has different voices in different books. Paragraph length and sequence are two aspects of voice that are going to vary.
(For example, a fast-paced action thriller might elicit much shorter paragraphs from the author who in her last book, a contemplative family saga, used longer, more elegiac paragraphs.)
I'm sure we'll deal with voice in the future, but here's my central thought-- Voice isn't something that you find, but it's something you "refine"-- in revision. A lot of writers think of "voice" as "ego"-- that is, something that belongs to them and woe be it to anyone who tries to interfere. :) In fact, we should think of voice as how we communicate to the reader, so the reader's experience of the voice is at least as important as the writer's ego. What experience does putting the action first or last create for the reader? (Of course, readers are as varied as writers, but imagine the reader you're writing for-- how does he/she respond to this?)
Not all voices are going to work with all readers (the perils of a "strong" voice are many!), but as readers, we do operate with a common set of meaning-generators. We all think of periods as end punctuation, for example. So this expectation can be manipulated by the adroit writer. One new trend that has a ridiculous appeal for me is the pounding beat of a phrase or sentence broken up by periods:
Not. Going. There. Nope.
Now obviously, that level of emphasis, the staccato of those periods, the unexpectedness and "wrongness" of it, should be reserved for a special occasion. But because the reader knows what periods are supposed to do, she'll read this exactly the way you mean her to (that is, if she doesn't hate it and throw your book against the wall... as I said, a strong voice is perilous!)-- as if the character is pounding his fist on a table as he thinks this thought.
Anyway... voice is variable, but it's not "natural". It's the same as a musical voice. Talent is natural; performance is the result of practice and training and constant reassessment.