I do a Pilates based work out as a warm up to the use of free weights. I have found that the Pilates work out is effective but one must use strict, correct form.(i.e. Tensing of the abdominal muscles, pressing the spine to the floor [for most of the forms) slow, precise movements etc.]) I have experienced improved posture and digestion from these exercises.
The free weights and progressive resistance is going to lead to more muscle mass and as a result an (at least initially) increase in body weight; muscle weighs more than fat.
Running, or some other prolonged “cardio-” based activity is what sheds fat in quantity. Swimming is excellent for this.
Using lecithin in the diet assists in the redistribution of fats as does increasing fiber. (Saurkraut is good with every meal! I like dried figs when in season too.)
Another big key is diversity. This helps avoid boredom and keeps your progress from hitting “plateaus.” Do a couple of things for six to ten weeks, incorporate other things into the program or switch completely. This, I think is one of the P90X successes.
I don’t watch exercise wideos for anything other than the initial learning process. Learn a language (count out reps in Japanese) watch old Magnum re-runs, write a novel in your head…
Also, try to keep your days and times consistent. This helps to “reserve” that time for your work outs, creating an habitual behavior, and facilitates providing the body with sufficient “recovery” rest time.

While I don’t make a zillion dollars with my work out wisdom, this has worked for me.