Haven't read all the other replies but I would only go with the weights if I had no access to a proper gym. If you have access to a gym with free weigths, rack and smith machines then just go there - its a lot safer than training at home. Problem with weight training at home is that you max out the weights pretty quickly and then you get into the type of weight you need someone to spot for you. Eg, I used to train at home with a set of 50Kg weights of a crappy little bench but after a few months in a proper gym with a training partner I got that up to 120kg which is something I would never attempt at home - one slip means death at that weight, even 50Kg can kill you if you drop it on your neck or head. At home you are also more liable to injure your back and joints because there won't be an instructor or training partner there to keep your form in check. I'm talking from experience, I have back, neck, knee and shoulder injuries from poor training habits over the years combined with some serious punishment from martial arts.

Also, it has been clinically proven that weight training will improve your cardio to a greater degree than running, swimming or cycling alone. Also, you will get the benefits of added bone density (to protect against brittle bones), stronger ligaments and tendons... and a ripped physique! Just stay away from creatine and all of those BS performance enhancing supplements - they are a waste of money and mostly bad for your health in the long run.