I have previously discussed the benefits of lifting heavy weights. In short, lifting heavy builds muscle for a more cut or toned look, as well as burning more calories than light weight with high repetitions. Don't worry ladies, unless you are spending copious amounts of time in the gym, or are taking testosterone enhancers, you won't get "bulky." What I feel like I did not cover adequately is how to lift heavy. For the most part, I assume many of the readers here are beginners in weight room, but this still serves as a good reminder for those who are more advanced.
So lets get into the meat of this post. How does one start lifting heavy. First and foremost, warm up for ten minutes. The National Strength and Conditioning Association recommends an active warm up instead of static stretching, so something like a light jog, or some body weight exercises should do the trick. If you feel like you must stretch, do so after the warm up.
After you warm up, determine the order of your exercises. Personally for beginners, I recommend that a person do exercises that involve the largest muscle groups first. These include, but are not limited to, squats, lunges, dead lifts, push ups, pull ups. From here, work down from large to small muscle groups. I typically put cardio at the end of a workout as it can help keep you from getting sore.
Finally, select you weight. You are aiming for 8 repetitions, and 2-3 sets. To find the appropriate weight, select something, and start your first set. Perform the exercise until failure. If you can do more than 8 repetitions, select a heavier weight for your next set. In this case, go for 3 sets, counting the first as a warm up. If you cannot do 8 repetitions on the first set, select a lighter weight for set 2. Do 8 repetitions and move to the next exercise, as that muscle group is likely already taxed. Finally, once you have found the correct weight, only increase that weight once you can do 10 repetitions for two straight weeks.
There you have it, now go hit the gym,
P.S. The recommendations written are adapted from the NSCA CSCS textbook.