Weight training has so many health benefits. It builds lean muscle and increases bone density. Plus, depending on how you use the weights, if you move quickly, push yourself hard, and keep your heart rate up, weight training can also improve your cardiovascular strength and endurance. Think: cardio strength training. Autumn said this was one of her favourite forms of training. "Lean muscle takes up less room in your body, so while you're burning calories and fat and building muscle, you'll also be taking off the inches."