Hi Hunt,
It depends really on your discipline.
As mine was a mixed sociology/cultural studies/anthropology using interviews and content analyses, my findings and discussions were interwoven throughout my four data chapters, structured thematically. The first chapter dealt with the content analysis, and the following three the interview data (but references back to the content analysis throughout).
The downside of this format is it can be more difficult to then re-purpose as journal articles as they need to be self-contained.