How to structure work-outs. Should I lift as much weight as possible or do more repetitions at lower weights?
High weight, no doubt. Aim for ~8 Reps. Focus on exercises that use multiple muscle groups. ie. Squats, bench press, lat pull down.
How should I trade off frequency of gym visits against length of those visits?
Low frequency. Give yourself time to recover. Don't make the length too high either. The sets you do should be intense. You should be as exhausted as possible after you finish them.
What supplements should I take?
'Roids, if you are optimizing for physique (but probably not if you are optimizing for, well, life in general). More sensibly supplement protein. Play with some creatine if you are enthusiastic, particularly if you are into the appearance boost.
I'm looking for resources on effective weight training for the purpose of physique building. It's an area with a particularly poor signal to noise ratio so I would value pointers from other rationalists. The kinds of questions I would like to answer are:
Edit: I'm vegetarian, and I now realise this is rather important to answers to point three. So far the only supplement I've been taking is soy protein.