Nicole Aurigemma, a physiologist at the Penn State Muscle Biology Lab, says, "It has been shown that energy expenditure, as well as fat oxidation [fat oxidation = your body breaking down fat into energy], increases after multiple sets of resistance exercise, particularly when larger muscle masses are exercised."
Focus on compound movements that utilize more than one muscle group. We're talking weighted squats, thrusters, and pull-ups. Focus on doing at least three strength training sessions per week.