Benquo comments on Cheat codes - Less Wrong
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I don't want to sound like too much of an evangelist, because I'm not amazingly skilled myself, but when I saw the heading "cheat codes" I immediately thought "lifting weights."
If you're interested in looking (conventionally) good, feeling well, and making progress in physical performance, and if you don't have any physical problems that make it impossible, free weights are sort of the "secret weapon" that most people aren't using. Quite a few people who can't lose weight (or fat) with cardio, can once they try weights (this is true of me, on a small scale.) The added advantage is that you save time. (>8 mile runs may be pleasant on occasion, but they sure do take a while.)
Once I started doing some free weights exercise, I got the unexpected bonus of enjoying other physical activity a lot more (or at least disenjoying it less), because it became less tiring. I found I would spontaneously do things like sprint up the metro escalator or several flights of stairs, without being winded when I got to the top.
I do kettlebells; more conventional free weights may or may not produce the same effect, though I started with the latter..