Weight training is an excellent way to burn fat, gain muscle and keep your metabolism revved up long after your workout is over. Changing up your routine is key to keeping your body changing in a positive way. Every few weeks, make your weights heavier (if you could do 12-15 reps before, make the weights heavy enough that you can only do 6-8 reps). Do extra sets -- instead of three sets of 15, do five sets of 8 with heavier weights. This method works for both men and women.