OK, I've been doing this in conjunction with some machine pulls and lifts as well as some curls, but this is what really seems to have added some arm strength for me. Got the idea from that German mutant infant with the ridiculous (for his age) strength, since this was listed as one of the ways that showed his superior muscles.
Take two weights of the same weight, one in each hand. Now, raise your arms such that you look like you're being crucified (sorry, but that's the easiest and clearest way I could think of to describe the position). Hold until you can't. Repeat for some lesser weights, if possible.
The reason I say "if possible" is that this is *much* harder than it sounds. I've been doing this for a month or so, and I'm currently up to doing (in this order) 12 pounds, 8 pounds, 5 pounds, 3 pounds, each for 45 seconds (I watch a clock both to give me a specific goal of the next five second mark when it gets hard, and to be able to judge progress). When I started, it was more like 15 seconds each, and I was at 100 pounds on the pulldown machine at the time. It's not unlikely that you might need to only do 5 and 3, or even only 3, and build up to larger weights.
Advantages to me are that this doesn't take that long to do, can be done at any time, isn't particularly boring due to lack of reps (you're just doing the one thing for each weight), and, like I wrote above, really seems to be doing the most to increase my arm and shoulder area muscles.
You might want to see if the library has this book, Srong Women Stay Slim by Miriam E. Nelson. It has very basic weight traing exercises that might give you a few more ideas for what to do with free weights..
Tom, good ideas, but I've only got one set of two weights. I'm not even sure what their weight is... they're buried somewhere. Until we have money again, I'm unlikely to be able to try that method.
TangonaT, I put the book on hold. I hope I'm far enough along to start really considering weight training in addition to some more cross-training.
I started this program on April 30th. I haven't really been at it all that long yet.
The thing is, they don't have to be "weights", since they're pretty light compared to barbells and the like. One gallon of water weighs 8.33 pounds, so if you've got two gallon jugs (old milk ones, for example), you could fill them with water, do 8 pounds, remove a third of so and do just under 5 pounds, and then down to around 40% full for 3 pounds (or, if you have six gallon jugs, just keep them filled at those levels and switch). Just as long as it's something you know the weight of and can grab and hold in that position for up to a minute.