Women at the gym tend to gravitate to machines rather than free weights when they strength-train. But it may be more effective to grab a dumbbell: A recent study found that lifting free weights expends more calories. The study subjects burned 48 percent more calories doing two sets of ten squats while holding a weight (16 calories a minute) than they did doing the same number of repetitions using a leg press machine (11 calories a minute), even though the weight was equivalent. The reason is that "with free weights, you activate more muscles for balance and control," says Jerry Mayhew, study coauthor and director of the Human Performance Lab at Truman University in Kirksville, Missouri.