Also remember to write everything down. Program,date, sets, reps, weight. You don't want to be in the gym thinking "I did 10 reps at 200 today on my third set...is that better or worse than last Tuesday?"
You also want to have a stopwatch so you can time your rest between sets, because obviously you will be able to lift more for more reps if you rest 3 minutes today versus one minute last Tuesday.
Some schools of thought are if you can do 12 reps at any weight, it is time to jack up your weight on that set or lift.
Tracking progress is very important for so many reasons, even if it is just to look at your record and say "Crap, I've been doing the same damn routine, for 3 months."