While cardio activity and a sensible diet are crucial to fitness and heart health, they cannot provide the tone and definition that you get from a good strength training regimen. And if it's fat burning that you desire, strength training is a must. As the size of your muscle fibers increase, so does the amount of energy that your body burns.
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Weight lifting even increases your resting metabolic rate, making it even easier to burn off the fat. This is a very attractive benefit, as a woman's metabolism slows down with age. This increased metabolic rate acts as a fighter against fat and the greatest killer of women - heart disease.