All of the blessings I know of over bread, wine, washing of hands, installing a mezzuzah, reading from the Torah, studying Torah the blessing is said first, and then the action is done (reading from the Torah might not be the best example because there is a blessing after reading the Torah as well). However, when we light the candles on shabbat, the candles are lit first and then the blessing is said. (I've seen the chanukah candles get lit first and then the blessing said, and I've seen it the other way around - I do not see a clear consensus one way or the other. Chanukah is a minor holiday. Shabbat is a big deal).
In general, a blessing is recited prior to the performance of a mitzvah. However, the blessing over shabbat candles is an exception. While there is some debate over the matter, common custom is to light the candles and only then recite the blessing. (Note: this is true for Ashkenazic practice; I don't know what the Sephardic and other non-Ashkenazic practices are.)
The reason it is done this way, is because it is assumed that one accepts the start of Shabbat when saying this blessing. Thus, it would be forbidden to light the candles after saying the blessing, as lighting a fire is one of the 39 melachot (categories of "work" forbidden on Shabbat). Therefore the candles are lit first, and only then is the blessing recited and Shabbat accepted.
In order to comply with the general principle as far as possible, the custom is to cover the eyes immediately after lighting the candles, to avoid "benefiting" from the light of the candles before the blessing is said.
Source: Rema to Shulchan Aruch Orach Chaim 263:5, with commentary of Mishna Berura
I have heard (unfortunately I have no source) that this is the reason why there is a widespread custom for the woman to cover her eyes after lighting the Shabbos candles. Since brachos are generally recited before a mitzvah, she covers her eyes so she will not see the light, recites the bracha, and when she uncovers her eyes the candles are lit.
Obviously this is not the most desirable answer, since I cannot provide a source, but this is what I have often heard. This question and answer page on Chabad states the same thing I have above, but also does not provide a source.