all great tips.
I would phrase it like this: lifting weights should be hard. you should perspire at least a little, if not be dripping in sweat. your heart rate should increase, and your breathing should pickup too.
you need to really be exerting yourself to get the benefits of weight training.
You can pick up a 12oz can of soda and do bicep curls all day. you won't feel like you exerted yourself. now pick up a 15lb dumbbell, and curl that. could you even make it to 10? if not, that's the kind of exertion I'm talking about.
Traditional, hardcore strength trainers will use spotters, and increase weight on particular exercises, like bench press, until they find a weight where they can only do 1 rep with proper form. this is their one rep max, or 1RM for short.
They'll then workout at 70-80% of their 1RM weight. Its not a bad way to figure things out, but its just as easy to say "well, I've been doing 10lb dumbbells, and it doesn't seem too hard, so I'll try 15lbs today instead". If that doesn't build up a little burn in the muscles by the final reps of the last set, then its probably still a little too light.