A person just accepting Islam should pronounce shahaadah before wudu

When a non-believer becomes Muslim, should he pronounce the two testimonies of faith, al-shahaadatain, or perform wudu' (ablution) first?

He should say al-shahaadatain first, then he should purify himself for Salat and he can perform ghusl (complete bath) because the prophet (may Peace Be Upon Him) (peace and blessings of Allah be upon him) ordered some of his companions to perform it when they accepted Islam.