There are lots of ways to lose weight and get fit; this is just one of them. It has worked well for lots of people, but that's not to say it's necessarily the best one for everyone. The most important thing about exercise is to find something that you enjoy.
Where do I start? A good place to start is by getting a weights induction at your gym - although an alarming number of gym instructors don't know anything about sports science or nutrition, they should at least be able to show you how to use the machines. Get a routine set up, and stick to it for a couple of months. Then try a new workout - your body is very good at adapting to workouts, so you need to keep challenging it. You should aim for three weight sessions per week with a rest day between sessions to allow your muscles to recover. Ideally you would do cardio on the rest days, but that's not realistic for everyone. You can do the cardio training after your weights workout instead.
What routine can I do? Here
http://www.handbag.com/vbulletin/showthread.php?s=&threadid=362622 is a routine that you can do at home. These dumb bells
http://www.argos.co.uk/static/Product/partNumber/3008243/Trail/C%24cip%3D50353.Sports%2Band%2Bleisure%3EC%24cip%3D50406.Home%2Bgym%2Bequipment%3EC%24cip%3D50413.Weights%2Band%2Bdumbells.htm from Argos are a good investment if you want to work out at home. You can also buy resistance bands, gym balls, weight benches and other things if you want, but you can get a good workout with just a pair of dumb bells. Here
http://www.handbag.com/vbulletin/showthread.php?t=363077&page=7&highlight=calories is a routine for the weights machines at the gym. And there's another here
http://www.handbag.com/vbulletin/showthread.php?t=363077&page=14&highlight=calories . This
http://www.handbag.com/vbulletin/showthread.php?t=363077&page=23&highlight=calories is a more advanced routine. The whole of the Weights stickie thread is also worth a read and contains a lot of invaluable help and advice. You can get more exercises at: exrx
http://www.exrx.com/ Body for Life
http://www.bodyforlife.com/ Stumptuous
http://www.stumptuous.com/cms/index.php This site
http://diet.ivillage.com/workouts/wweight/topics/0,,4s5m,00.html also has some good info. Joan Pagano has a book
http://www.amazon.co.uk/Strength-Training-Women-Joan-Pagano/dp/1405306432/ref=sr_1_1/203-7170700-0545566?ie=UTF8&s=books&qid=1179262595&sr=8-1 , suitable for beginners, with some sensible clear workouts. I also like this book
http://www.amazon.co.uk/30-minute-day-Challenge-Simon-Waterson/dp/0007156073/ref=pd_bowtega_1/203-7170700-0545566?ie=UTF8&s=books&qid=1179262626&sr=1-1 by Simon Waterson - hard going, but it works.
What weight should I use? The heaviest you can manage! You should just be able to perform around three sets of 8-10 repetitions (reps) with the weight. If you can do 12, then it's time to up the weight. It might take a few sessions to get the weight right.
Should I use free weights or machines? Either, it doesn't really matter. They work you in different ways, so it's not a bad idea to mix it up - either do a mix during the week, or do one type for a couple of months and then change. The important thing is to work as hard as you can. If you feel that you're particularly unfit or are worried about hurting yourself, it might be better to start with the machine weights, because (IMO) they're easier to control and use. Free weights require good technique and also some degree of core strength to protect your back and stabilise yourself.
OK, but how do I "do" weights? No matter what type of weight work you're doing, there are certain basic rules that always apply: Lift in a slow and controlled manner - ignore the wannabe he-men who hang out in the weights room, use massive weights and try to go as fast as they can! Aim for a dynamic but controlled lift/pull/push/whatever (count one-two) and a slow smooth release (count three-four-five). Keep your abs engaged, try to keep your posture good, and keep breathing! Grunting is an optional extra, but might help get you through the last rep in the last set!
Help! I'm actually getting bigger! The dreaded "bulk" word! You may well find that in the early stages (perhaps the first few months) you get a bit bigger. If this happens, then don't panic! Sometimes, particularly if you muscle up quite quickly you might find that you put muscle on before you lose fat, particularly in places where you tend to lose fat most slowly. This can make you bigger temporarily, but it will go away if you continue with a good eating and exercise program.
How about cardio? I'd say do whatever you happen to like, be it dancing, swimming, martial arts, running, hillwalking or whatever, as long as it gets your heart rate up a good deal and gets you breathing hard - cardio is generally more about health benefits other than fat loss. Some weight training, particularly circuits, also counts as CV work. However, interval training and pyramid training, as mentioned, are both good ways to help fat loss, because they raise your metabolism for some time afterwards. They also have the advantage of needing relatively short time periods - half an hour or so is enough. There are lots of ways to do both types of training, but essentially both work on the
Perceived
Exertion scale, where 0 is asleep and 10 is running for your life! Here are some basic methods: To interval train, you could do something like this: one minute at P.E. level 6 (moderate and sustainable) and one minute at 8 (very hard!), repeating (say) ten times. You can up the intensity to 9 (very very hard!) for some of the middle segments if you wish. Pyramid training is much the same, but you start at a P.E. level of around 4-5, and work up gradually to a level of 8-9 in the middle of your workout, then work down again. You should aim to spend about a quarter or fifth of your workout at the high intensity level in the middle - around 5 minutes or more in a thirty minute workout. Both are tough and it will take time to build up; ten minutes may be enough at first as long as you really work hard!
I'm sticking to the routine, but I'm not losing weight or inches If you're not getting anywhere, the first thing to do is to look again at your diet. It's important not eat too much, but just as important not to eat too little, especially if you're active. This is because your body will start to use its own muscle mass as fuel if you significantly undereat, which is bad news because it slows your metabolism down. If you are physically active and are trying to lose fat, you should eat no less than 200-300 cals below than your daily calorie requirement. For most women, that means you should be eating around 1800 cals a day. This is a very important point - so many people make the mistake of eating too little, and wonder why their metabolisms are sluggish and they struggle to lose weight. If they ate more, they might well lose more fat.
I can do the whole workout now and it's almost easy! What next? Once you're comfortable with your workout, it's time to make it harder again! Up your weights, so you can only just perform 8 reps again, increase the intensity in your CV workouts, try something new, and keep pushing yourself.
Enjoy! Disclaimer: I'm not a sports scientist nor do I have any qualifications in this field. This post is distilled from years of personal experience and the collective wisdom imparted by the Fitness baggers, particularly mr nonsense (who is a qualified PT!).