If your goal is weight loss then the objective is to burn as many calories as possible in your workouts.  The most effective way to do this is through interval or circuit training. 

 

Interval training can be done in more than one way, but the objective is to keep your heart rate elevated as high as possible throughout your entire workout.

 

Here is an example.  Pick two weight training exercises and do them back to back without resting, then jump onto a  cardiovascular machine like the treadmill for a one minute interval as hard as you can go. 

 

Here is a sample workout:

Leg press + Leg curl + Treadmill 1:00

Bench press + Cable pull downs + Stairmaster 1:00

Dumbbell curl + Bench dips + Jump rope 1:00

Abdominal crunches + Dumbbell presses + Precore machine 1:00

 

By doing one minute intervals of cardio in-between your weight training you can burn twice as many calories as a conventional workout. 

 

For instance, 10 one minute intervals of cardio at 85% of your max heart rate in a 1 hour workout can yield up to 200 calories burned.  Whereas 10 minutes of straight cardiovascular work at a lower heart rate will only yield about 75 calories.

 

So if your goal is weight loss, give interval training a try.