If you want to gain strength, I can't recommend anything more than a kettlebell.

What the heck are kettlebells?
A kettlebell is a cannon ball with a handle, and by far the best single piece of fitness equipment you could own.  In fact, I would agree with others that call it a one-piece home gym.  The weights start very light (for women) and continue up to the really heavy ones (over 100 pounds for men). Both men and women benefit from the strength and conditioning gained by kettlebell training.

What makes a kettlebell different than typical weights?
Because of the shape of the kettlebell, the weight is off center from its handle, which forces you to engage more muscles to perform the same exercise (when compared to a dumbbell).  Because groups of muscles are engaged to provide the power for an exercise, no muscle is isolated.  When muscles are trained in groups, it prevents many of the issues and injuries associated with muscle imbalances caused by more traditional isolated strength training.  Also, the weight used is typically larger than one would use in dumbbells because the exercises performed are engaging more muscle mass.  Men would typically use a 10-50 pound dumbbell for a clean and press move, whereas they will use a 35-100 pound kettlebell for the same move.

There are two basic exercises that will build both your strength and your stamina.  The swing (or alternately the snatch), and the clean and press.  You can find many videos of people doing these two basic moves on www.youtube.com.  Even better would be to pick up a video and book from the man who made kettlebells popular in the USA, Pavel Tsatsouline.  Enter the Kettlebell is his book and companion video, and are the best resources to get you started.  The book and video (see below) give you a path to follow, and can keep you busy for many years.  Other exercises can be performed with kettlebells, but the basic two moves are a great place to start.

Where can I purchase a kettlebell?
You can buy a kettlebell online from K2 Fitness (www.k2fitness.net).  They provide the best quality kettlebells I have come across (I own three different brands, and K2 definitely produces the nicest ones.  K2 Fitness also have some other interesting products such as sand/body bags for lifting, dragging, and moving dead weight.  I've talked with Greg (one of the owners) and have been extremely pleased with both product and service.

If you want to buy a kettlebell locally in the Seattle area, I've found one store that has them (up at Alderwood Mall in Lynnwood, WA)...  Precor Home Fitness (425) 778-5800.  You will save a little money on shipping and feed your need for instant gratification by a local purchase, but the products are not as nice as the K2 Fitness kettlebells.  For me, I would rather spend the extra $20 or $30 (and the small wait time for it to be shipped) to have a much better product, as a kettlebell will last your lifetime.

Where can I purchase a book and video? For the book and video instruction, I would suggest picking up both the Enter the Kettlebell book and video.  You can order them online directly from the publisher Dragon Door.  There is no simpler instruction than these, and they break down each movement into parts, so that you get it right the first time.  This is important because these weights are heavy, and you could seriously hurt yourself if you are not careful.  Since the books are written by Pavel, and his schtick is being a strong russian "manly man," you need to either laugh or ignore that as you read the book and watch the video.  In between the gimmick are true gems of knowledge that Pavel imparts to you so you can do things right.