Most of the advice here is really bad. First, any exercise will increase your fitness if you haven't been exercising. After that, what to do depends on what you want to achieve.
Don't try to increase your strength and endurance at the same time. There is pretty strong evidence that exercising for one tend to block increases in the other. If you want to increase both, exercise for strength then when you reach your goals there, switch to endurance training. The one time you may want to do intermediate weights and reps (the maximum weight you can lift for 10-12 times per set) is if you are trying to "bulk up", to add muscle mass to your body.
For strength exercise hard and less frequently. Two or three sessions per week, three exercises per session (best combination is bench press, deadlift or squats, and bent rows or chins), with the most weight you can handle for five repetitions, and do 5 sets, spaced at least three minutes apart, of each exercise.
That is, for example, 5 bench presses, rest 3-4 minutes, bench presses, wait, BPs, rest, BPs, rest, BPs, rest, Squats, rest, and so on. The best gains will happen doing this three times a week.
Once you reach your strength goals, the simplest method to increase your endurance is to maintain the weights and start increasing your reps. Switch to more repetitions per set, but fewer sets and with shorter rest periods between them. You can also begin adding minor exercises, such as curls and calf raises and so on since you want to exercise for longer periods now. Also, for endurance, you should increase the days you are exercising to 5 or 6 days per week with a "split shift", doing chest and shoulders one day, arms and upper back the next, and lower body on the third, then repeating.
You do not need supplements if you are eating a reasonable diet.
Getting sore is a decent indication of how stressed your muscles were.
No, getting sore is an indication of your "total lift" - that is the sum of the amount lifted and how many times. For example, deadlifting 300 pounds 6 times gives a total for that set of 1800 pounds. The greater your total lift, the more likely you are to be sore; and since you can lift 70% of your maximum lift far more times than 90%, you will usually get more sore doing endurance training than doing strength.
Brian Sharkey, Fitness and Health (the earlier editions were titled Physiology of Fitness)
Jim Johnson, Treat Your Own Rotator Cuff and Treat Your Own Knees
and quite a few bodybuilding and strength training books over the decades.
No, getting sore is an indication of your "total lift" - that is the sum of the amount lifted and how many times. For example, deadlifting 300 pounds 6 times gives a total for that set of 1800 pounds. The greater your total lift, the more likely you are to be sore; and since you can lift 70% of your maximum lift far more times than 90%, you will usually get more sore doing endurance training than doing strength.
This is trivially easy to falsify. Try lifting your absolute maximum once, and see how sore you are immediately after and the next day...
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.