What do you do at the gym?
I usually do 30 minutes of cardio (Bike/Spinner, Treadmill, Elliptical, Endless Stairs (the worst!) etc.), followed by 30-45 minutes in the weight room. Right now my weight room routine is from Men's Health, and its kind of like a cardio visit to the weight room where I don't rest much inbetween sets. The routine is as follows:
1 set of each (no rest inbetween): Bench (3-5 reps), Deadlift (3-5 reps), Reverse Lunge (8 reps each leg), Diagonal Lift&Press (5 reps each side)
Then do 1 Set of Bench followed by 1 set of Deadlift, rest 60 sec. Repeat 3 times. Then 1 set lunge, 1 set Diagonal L&P, rest 60 sec, repeat 3 times.
The point is to build full body strength quickly in a compressed amount of time (because I usually do this at lunch or before work and don't have that much time).
So I'm most likely building muscle and shedding fat which is keeping me at the same overall weight... but my pants aren't any looser around the waistline so its a little disheartening. It's only been 6 weeks though, so I'm not ready to give up just yet.
I mix it up a bit by swimming or running a 3 mile loop if I'm a little sore from the gym...