It's hard for me to say, as I've been in my current relationship for almost 4 years now.  When we met, by the end of the evening it was obvious to both of us that there was something there.  So I would say that I went to bed with him (two evenings after we met, on our first date) I knew that we were building an emotional connection, and I wanted to see if we had a physical connection.  We do 
 
   
  
And it always feels as if we're building on those connections, making them better, and making our relationship better.
So I guess you could say I think they go hand in hand, and I think when something really clicks, there's no need to wait to act on pursuing the physical connection.  And of course, there are times when just pursuing a physical connection is a good thing 

  I had those relationships too.  I guess I've always felt that sex with someone I liked was a good thing, and it just gets better from there.  For me, I guess it always felt obvious what avenue to pursue with which person.