Yeah hot sweaty girls in the gym rock!
As for what I do. I do weights three times a week and kung fu twice a week. I also try to ride my bike to work (but often don't as I'm not the most energetic person at 7am and the bus sometimes seems a better option. These three things give you a good balance of strength, fexibility and cardio training. I don't think just hitting the weights gives you a good overall level of fitness.
As for suppliments... does beer count? Nah. I've tried protien powder and some of my mates have done crietine. I personally don't think it's worth it. If you train hard and eat well you should be sweet. Drink a lot of water.
Good exeercises? Can't beat squats and a bit of calf raises for the legs. If you want to be a big buffed dude go deadlifts (I don't do em personally). Can't beat bench press for chest. Curls are good for biceps. Personally tho I don't think you can beat good old push ups and chin ups, they do your back, chest, and all the arm muscles.
But it depends alot on your body. Some people develop really well in some muscles and struggle with others. Tailor your work out to your own body.