Clearly define your goals.
Do you want to get jacked? Lose weight? Put on muscle? Get Stronger? are you competing? Defining your goal is the most import part of choosing how you want to workout.
Not all training programs are created equal.
Don't go to the bodybuilding.com Forum, or Yahoo answer to find your program. You want to make sure any program you start is reputable and created by a professional (the juice head at your local gym is probably not the guy you want writing your programs). Some sites I suggest for finding a good program are http://www.jtsstrength.com/, www.bodybuilding.com/fun/find-a-plan.html , and t-nation.com. Also there are many great training books on the market. Any program claiming to make you jacked/skinny/ripped in 30 days is B.S and don't waste your time.
Give whatever program you choose a shot.
Give whatever program you choose a shot. At least 12 weeks. I constantly see people give up on programs too early. You aren't going to make any real recognizable progress in 1 week. I promise you that if you choose any program on bodybuilding.com and go at it as hard as you can for a full 12 weeks you will make noticeable progress.
Don't skip out on the nutrition.
You're spending countless hours in the gym working as hard as you can.
Some quick nutrition tips:
Gain muscle- Calorie Surplus, start by adding about 500 calories a day.
Lose weight- Calorie deficit, start by subtracting about 500 calories a day.
Male: never go under 1500 calories
Female: never go under 1200 calories