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I purchased a set about 7 years ago and it's probably the best fitness/workout related purchase I've ever made in terms of overall use and value.
You've probably seen cheesy late night informercials for it on TV, but it really is a GREAT way to build muscle and lose weight if you dedicate yourself to it and have the willpower to push yourself to the limit.
But don't just take my word for it. It has 4.5 out of 5 stars from 500+ people on Amazon.com: http://www.amazon.com/dp/B000TG8D6I/ref=cm_sw_su_dp
You need to do some sort of a squat, pull, and press at least once a week. Go heavier each workout, or at least each week.
You don't need to read any fancy books about physiology, and although I think that Starting Strength is the best book on the market for learning how to train sensibly, it's no replacement for a good coach. If you go to StartingStrength.com, there is a directory of coaches. Or, just find someone at a gym who is strong, and ask him (or her) to show you a couple of lifts. Start comparing what he tells you to videos you watch online, and go from there.
Jim Wendler (of EliteFts.com) likes to say that he's glad the internet didn't exist when he was learning how to train because it forced him to go out there and just lift instead of wanking around on internet forums and trying to find the perfect 8 week program.