Kathy Smith videos are good for beginners (I use Lift Weights to Lose Weight 2) -- although a warning if you ever want to do any of her step ones, her cueing is terrible.
Of course the FIRM has tons of videos that focus on weights, although I'm no expert in which series to get, but some online research should point you in the right direction.
I have Cathe DVDs that I use all the time, particularily Cardio & Weights, Body Fusion and Step, Jump & Pump. All good and very challenging.
I'm also a fan of Karen Voight, particularly her Energy Sprint DVD (I'm nicely sore across the chest, back and shoulders from doing this one yesterday).
One nice thing about using DVDs is you can mix and match using the chapter functions, skipping ahead to weight segments you may want to do.
One website I like for reviews and information on various exercise videos is
Video Fitness
This is great as well.
Also check your local library and try a few out before you make a purchase.
Have fun!
Pat