In the gym at work I witness an incredibly broad spectrum of interpretation of how to use the machines and weights. From the guy that uses only the last 4-6 inches of a 30 inch range-of-motion (ROM) exercise, to the guy that creates a full body exercise in the (improper) use of a machine designed for 25-30 inches of ROM.When doing resistance training, it's very important to be conscious of a few items. These will not only maximize the benefit from your training, but also help prevent possible injury, as well as the belly laughter from people watching while you do something truly silly.
1) Understand what you want to gain. If you are looking for muscle peak and size, then you can concentrate on just a short ROM with maximum weight, muscle failure, and low reps. If you are looking for strength for sport, a longer ROM with more reasonable weight, rep, and set selections may be a better choice.
2) Think about natural body movements. If you have selected a reasonably movable weight, it shouldn't cause immediate pain to do the exercise. If you do experience immediate pain, either lower the weight, or re-evaluate the motion and cycle used. ALL resistance/weight training should be done with smooth and controlled motion, never whipping or transferring shock through the body. If you can't do the motion slowly at the weight, lower the weight. It's okay to use explosive movements, but don't throw your back out trying to do 220 lb lat pull-downs by jerking on the bar with everything you have in your entire body.
3) If training for a sport, think about the ROM the sport requires and tailor exercises to target weak areas. Swimming and running are large ROM sports, so their corresponding resistance training should largely be full ROM. Pinball requires a very small ROM, so train accordingly. (nerd)
4) What kind of improvement are you looking for? For endurance training, I recommend about 65% max weight at most, for 3-4 (or more) sets, and 15-20 reps. For general strength, I like 75-80% max, 3-4 sets, and 10-12 reps. Size and power get into a grey area, in my opinion. There are techniques like descending number of reps on sets with increasing weight, ascending number of reps on sets with decreasing or constant weight, or just 90-95% max weight for as many reps as it takes to muscle failure, for 3-4 sets. It's hard to nail down precisely how the fibers will react. Which is a segue to...
5) Mix it up! There's a reason we do track workouts, intervals, hill repeats, sprints, and other crazy exercises in running, cycling, and swimming: muscles will adapt to constant demand for identical performance. You will simply plateau after a while if nothing changes. With resistance training, I have found good benefit from changing things up about every month to 6 weeks. And the changes can be sets, reps, weight, or some combination of any of it. Also, go from slow and controlled movement to explosive contraction and slow retraction, or vice versa.
If in doubt, find someone that appears to be working out fairly well, has good balance of muscle tone, and also appears to have a sensible routine they are doing. Then ask that person, or an employee if at an attended gym, how to properly do an exercise. Hopefully they will steer you in the correct direction. When all else fails, get a trainer for a month or so to get an idea of what the basics are.
Sites like this may be helpful in explaining things and providing examples.
Whoops, I forgot one important thing: if you enter into a resistance/weight training program, you will almost invariably have to increase the amount and quality of protein you intake, just as Fian recently discovered. You are stressing and damaging muscle fibers, and without acceptable levels of protein to repair them, you won't spring back, may lose motivation, will likely be sore, and could starve other parts of your body as the machine inside scavenges for what it needs.



