Prevention Magazine's fitness trainers did a study to see which weight-training techniques were most effective for weight loss in women.
The winner they call drop sets. Basically you do one set with a weight that you can only lift for 10-12 reps, then you follow that with the same exercise with a lighter weight and complete as many reps as possible. If you can do more than 12 you need to use a heavier weight. After you complete the two sets for one muscle group you move immediately to your next muscle group.
I don't know that this is a conclusive study, they only had 23 participants, but it sounds like a fun technique to try. I like that it's a quick workout and you're fatiguing the muscle group which is sometimes a problem for women because we don't like to lift heavy enough weights to fatigue the muscle, which is the only way to really increase muscle density, size, and strength.
I'm going to try it out for a while. If any of you are game, maybe we could do our own little research study. Let me know.