Muscle = Metabolism. Strength training is the most effective form of exercise for improving body composition, because building new muscle tissue burns tremendous calories while resting and muscle tissue itself also burns calories 24/7 just to maintain itself!!! If that wasn't cool enough, muscles also increase your bodies NATURAL testosterone which is a powerful anti-depressant in both men and women, and helps fighting against binges and other counter-productive behavior. It also boosts the sex drive for both genders, without negative side effects. (Please don't confuse your body's natural, healthy hormones with the adverse effects of dangerous drugs such as anabolic steroids.) Not to mention that being stronger is pretty cool in and of itself! :-)
Many women seem to ignore proper strength training in their physical fitness routines, believing it to be "men's stuff". But that's not true. For example, with sufficient intensity, a single 30 minute workout once per week will produce dramatic results in burning body fat.
The key is the intensity of the workout. If you don't push yourself hard enough, lifting weights won't do you much good. The harder you push yourself within a workout session, the better your results will be. The other keys to remember are to always use proper form (rather than lifting too much weight with poor form) and to never exercise a sore muscle.