I'm always amazed at the average intensity I see when I go to the gym. A typical observed weightlifting workout involves 8-10 reps at too low a weight, followed by 4-5 minutes of sitting around (waiting for your heart rate to drop from 100 to 80?), repeat, move on to another exercise, etc. Yes, it's better to be in the gym doing something than nothing, but these workouts aren't really doing much for you.
When I started working out seriously back in July or so, I made circuit workouts a regular part of my routine. I choose two exercises that work different muscle groups (for example, pull-ups and lunges), and do supersets (do one set of one exercise, then move immediately to the next) with one minute rests in between. I work out hard enough that my heart is really pumping by the end of each superset. The one minute rest is just enough to bring my heart rate down to a reasonable level before going again. Then I rest for a couple minutes while choosing my next superset.
I've found this type of workout to be much more effective for me than what I did before. Sure, I get what-are-you-crazy stares from people, but I'm sore after almost every workout, and I've gained considerable strength and endurance since starting. Also, this type of circuit training works aerobic capacity as well as strength. But the best thing is that you can literally do a 30 minute workout (including warmup) that works your whole body and leaves you exhausted.
Works for me. Give it a shot!