This is actually cheaper than buying a complete set. Heavier dumbbells are mostly designed for men, so you won't need them. Consider a personal trainer. Oberfest also recommends getting at least one lesson from a personal trainer. Trainers can help you with correct form, be there to spot you on each exercise, program a workout plan to help you reach your goals, give you valuable information about exercise, answer questions and, most importantly, help prevent exercise-related injuries.
Trainers also help with motivation.
If you can't afford a trainer, Groenke recommends videotapes that give detailed instruction on using weights. Know how to do each exercise correctly, understand your limits and always start slow. Remember to enjoy yourself. Keep the emphasis on health and fun, rather than a target weight to reach, adds Groenke. If you enjoy your workouts, the weight will come off even faster.