I have read a lot about health and fitness and it is my understanding that circuit training is the best kind of exercise because it provides the benefits of weight training and aerobic exercise at the same time.
The idea of circuit training is this. You do one exercise right after the other with minimal rest in between. Ideally you design a series of exercises that targets all the major muscle groups in both the upper and lower body. Unlike traditional weight training that focuses on pumping isolated muscle groups, circuit training is about getting your whole body into the mix.
I have been working out this way for about 5 months now and I have seen amazing results. I immediately lost some fat and I've seen muscle growth like I did when I was a teenager. There are lots of great circuit routines that people have designed that you can find online. This is definitely the way to go if you are going to the gym.