As I’ve said numerous times, I believe weight training has been key to my 125 lbs weight loss (and no weight regain in 2.5 years). When people diet, they will tend to lose muscle and have their metabolic rates decline. My experience has been that weight training counteracts this.
Weight training is good for women, too! Yes – it won’t cause getting bulky, but rather enhance your shape.
Here’s one place to start – you can do many exercises that don’t require a gym, but merely your own body weight.