Include rehearsal dinner invite with wedding invite?

I haven't really decided but probably mailing mine separately so they don't get lost with the invite information

Nothing wrong with saving a stamp and extra envelope expense. I think its fine to send them out together for those invited to both.

Most people do not mail them together. I will be either sending them separately or giving them to the guests by hand.

Most people send them out separately because the wedding is traditionally hosted by the bride's family and the rehearsal dinner is traditionally hosted by the groom's family.

I sent them together. I had the wedding invitation all set (I used a pocket fold). Then, for those invited to the rehearsal dinner I wrote just the names on that envelope. I put the pocket fold and the rehearsal dinner invite in one envelope for mailing. So they were separate items just mailed in the same outer envelope.

I would personally wait to send the rehearsal invites out.

Mine are going to be separate because I don't know where we are holding it yet.