Learn the Moves
To get the best possible results from strength and weight training, it's absolutely critical to do each exercise with proper form and full range of motion. In fact, some experts would argue that proper form is even more important than the amount of weight you lift. For this reason, they suggest learning each exercise by first doing it WITHOUT any added weight. Depending on the exercise, this could mean executing the move with an empty barbell, without dumbbells or, when on a machine, without any weight plates marked off.
While you might feel a little silly exercising with "phantom" weights, rest assured that by getting the form right, you'll get better results.