I just wanted to add in that I love free weights, I've just started doing them.
I thought I was doing so well by doing the weight machine circuit at the gym, I thought it would make me stronger and help me lose the weight faster. My weight has practically stalled for months now (a rate of about half a pound a week).
I started doing free weights about a week ago and have this '101 exercises to do with weights' book. I make my own routines up from the book and my weight is dropping quicker then it has in a long time! (I've dropped two pounds already!)
My body actually feels worked, like I'm challenging it, I can feel specific muscle groups sore after exercise. All machines ever did was make me tired.
Yay free weights!