A good workout strategy is to start with the weights (after a warm up of course) as this will fairly quickly burn up the glycogen in the muscles, then do some cardio. If your weights program is a good one, at this point you shouldn't really feel like doing any cardio, but push yourself to do it anyway. Having depleted the muscles of their glycogen supplies, this extra demand for energy will kick the body into metabolising fat to make up the deficit.
As far as weights go, heavier is not better. Your body will work much harder and you'll get much better results if you do the exercises properly and slowly. The correct weight is the weight that leaves you unable to do the last rep of the last set. Once you can achieve all the reps of all the sets with correct technique in a slow and controlled manner then you can step up to the next weight.
What I am about to say should not be attempted until you have built up a good amount of strength and core stability. Free weights are much better than machines and standing rather than sitting is better still. You will find that you have to use all the small groups of stabiliser muscles and core muscles. Not only does this burn more energy but it vastly increases the stability of your joints as you are strengthening all the small muscle groups that support your joints as they work hard to keep control of the weight.
Weight machines are good for rehab work where a muscle group needs to be isolated and worked in a particular range of motion. For good whole body conditioning you need to be using free weights to develop the 3 dimensional strength of the muscle groups. Also when you start with free weights you will find that you will not be able to use the same amount of weight that you can with the machines, so drop the weights down to a level that is manageable and then work up again. As an example, I can bench press 120kg on a Smiths machine, however if I bench press using dumbells then I drop down to 34kg dumbells, so just over 50% of what I can do using a machine.
As for cardio, do whatever you enjoy. Most of it is boring as hell but if your gym offers classes such as spin, body combat, boxercise etc then give them a go, the time flies by when you have a fit girlie instructor infront of you
. It's especially useful if the classes are timed such that you can do your weights session and then go straight into a class.
Good luck and put the effort in and the results will come.
