I know this topic isn't popular amongst most female exercisers. It is typically misunderstood or intimidating. The basics of weight training isn't rocket science. If you have never or aren't currently adding weights to your fitness routine, you are missing out on the numerous benefits associated with weight training.
First off, let me start by saying that you won't get big & bulky from lifting weights. This is not physically possible without anabolic steroids. Females just do not produce enough testosterone to look like bodybuilders. I, personally, have lifted weights and never got big or bulky. I prefer this type of training over any other type of exercise. Why? Tones your muscles and makes you stronger. For a tall, lean girl as myself, I find weight training adds definition to my already slender physique, which is why I took it up in the first place. Now, some people put on muscle a lot easier than others. Everybody is different.
You won't look like this!
Besides toning your muscles and helping burn fat, it also raises your metabolism (even while sleeping), increases bone density, reduces risk of injuries, helps raise levels of LDL (good cholesterol), improves posture, and many more too numerous to list here.
If you are a beginner to weight training, I would suggest you start out by using light weights. After about 2-3 weeks, increase your weights by about 10% to keep your muscles challenged and to see growth (progression). If you are already weight training, I applaud you. Just remember to keep the weights at a challenging level (typically you should come to exhaustion at around 8-10 reps). For me, I lift heavy for 8-12 reps and do 2-3 sets of each exercise for whatever body part(s) I am working that day. A set is a number of exercises performed without stopping. A repetition is one performance of a single exercise (like a squat). Always do a 5-10 minute warm-up before beginning, followed by a cool down after completion.
Rest between sets is important, as well as, taking 24-48 hours off from the muscle group you just worked. For instance, if you were to do legs and glutes today, you wouldn't work those particular muscles for 1 or 2 days to give them time to recover and repair.
Also, proper form is very important when using weights. Injury can result from poor execution. If you don't know where to begin or believe you need assistance, hire a personal trainer to help you come up with an exercise routine and show you the proper technique to perform your exercises. Once you begin to see results you will be glad you decided to 'hit the weights'.
Here are 2 magazines I respect. The first one is for beginners or those trying to maintain their current healthy physique. The second one is more geared toward the woman trying to gain/maintain a muscular physique.