Well, with a goal of maintaining or building muscle while losing fat, I do heavy weight trying 2-3x per week and almost no cardio. So far, so good... But I do have to be patient with the scale.
The very most important thing is that you find exercise that you love and then do it. If you lift, lift heavy with full-body compound exercises (squats, deadlifts, bench, overhead press) and skip the isolation exercises (bicep curls, etc.). Also skip the machines and use the free weights instead. Definitely keep at least one rest day in between workouts for muscle recovery - that's when the muscle is built.
Look up Starting Strength or New Rules of Lifting for Women for programming.
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