I enjoy strength training, and just wanted to send out a quick note and some ideas. Quickly, don't just jump from program to program. Take some time with basic templates and get strong (follow through for a set amount of time, or until you meet realistic goals).
Make your own TRX and train basic bodyweight exercises, and/or use this to work up to basic bodyweight exercises including (not limited to) the squat, push up, bodyweight or inverted row, deadlift variations (single leg deadlifts are a good place to start and there are hamstring exercises out there for the TRX).
Kettlebells, Tsatsouline's Enter the Kettlebell, some other simple ideas here especially if you are over 30 (http://danjohn.net/wp-content/uploads/cpkb2.pdf).
Dumbbells, basic selectable dumbbells (I own and like powerblocks, can get weight up to 120 lbs.) and program with basic templates and exercises.
Barbells. If you are going to buy one and do a lot of lifting, it's worth investing. I thought I could slip under the radar with a cheap bar and now need to replace mine. I suggest Wendler's 5/3/1, Rippetoe's Starting Strength, and Dan John has a number of good workout ideas. Otherwise, take the time and effort to learn to snatch and clean and jerk.
I think Jacob covers longer cardiovascular training well with in ERE and if you are training for a sport, just train the sport and stay in shape.
All the best.