If you go early (April - May), that's when the whales are migrating. You get better pricing, but it can be a bit cooler.
If you go June - July, it's warmer, but more crowded and more expensive.
If you go August - September, the prices start to get really good, especially in September, and it's not as crowded.
We did the 14-night (3-night cruise then 11-night inland tour) with HAL the beginning of September and it was absolutely wonderful. We only had rain one day and unfortunately, that was the day we were in Denali.
As far as mosquitos go, it depends on where you're going - it's like anywhere else, some places are worse than others. But we never had any problems - we even took a can of bug spray but never once used it.
Couple of notes; BOOK EARLY!!! The most popular tours will definitely sell out early, so now is a very good time to plan and book.
As Mike said, doing the tour first and then the cruise will afford you some time to relax after the tour. However, to that I would say look at both directions - look at the pricing and look at flights. Depending on where you live, flights can be a big hassle. Not only can the times be a pain, but sometimes flying into one city and out of another will cost more than vice versa. So pick the one you want first, then look at total cost and flights. When you're done, turn it around and do the same thing in reverse and compare the costs and times.
Work with your Cruise Specialist and they can be invaluable when planning such a cruisetour to Alaska.
We really enjoyed our 2 weeks with HAL - they did a wonderful job. Every hotel and lodge we stayed in was owned by HAL, so it was good quality. The train and motor coaches were very nice and comfortable. Their lodge in Denali is very nice with a wonderful salmon bake restaurant across the street and a very good pizza place at the Princess lodge next door.
Now, here's a couple of big hints; when you do the Denali tour by bus, plan ahead. For one thing, take a good pair of binoculars. We took a rather large pair that was a pain to carry, but we were so glad we had them. Everyone on the bus wanted to use them because they were so much better than everything anyone else had.
Also, HAL will give you a box lunch on the bus - you're going to be on it for 8 hours, so you will get hungry. The box lunch is nothing special, so we planned ahead. We went across the street from the lodge to Bub's Subs and got a couple of awesome subs to take with us. Needless to say, everyone on the bus was REALLY jealous of our lunch.
And lastly, make sure you've got a good zoom lens on your camera.