Once you have got into a routine of regular weight training and have started to see some results by mixing your workout order, then it's time to move on to the advanced tools of muscle and strength building, which can dramatically increase your training intensity.
Step-Up
The following advanced weight lifting techniques are considered a "step-up" in training, so it's recommended that they are not used by complete beginners to weight training. If in doubt, ask the advice of a qualified gym instructor or personal trainer, who can advice and help you work them into your current routine.
Advanced Tools
Supersets
Supersets take advantage of opposing muscle groups by working pairs of muscles back-to-back without any rest in between. To put together a super-set, all you need to do is choose two muscles that are opposite to each other e.g. biceps/triceps or abs/back etc… and alternate the sets performed in each group, remembering to switch between the two without any rest.
Giant Sets
Giant sets are the next step from supersets. They consist of 3-6 different exercises performed in quick succession without any rest in between each. Giant sets can be performed for a single muscle group, or can be worked for opposing muscle groups.
Negative Sets
Your muscles can sustain more force during a negative contraction (lowering the weight) than a positive one. Negative sets take advantage of this fact. For negative sets, select a weight that is 25-50% higher than your normal training weight and get a training partner to help spot you with the weight. From the top of the exercise, slowly and controlled, start to lower the weight yourself in a smooth action - you can lower the weight for a set length of time (3-10 seconds), and then repeat for your desired repetitions.
Pre-Exhaustion
Pre-exhaustion isolates a muscle group with a single isolation exercise, which is then automatically followed (no rest) with a compound exercise for the same muscle group e.g. lateral raises followed with overhead shoulder press.
To get the results it's important to push your workouts outside of your comfort zone, remember though, with that decision will come post-exercise muscle soreness - more than usual. You've been warned - good luck!
One comment regarding advanced techniques such as these - they can take a heavy toll on the body as you mention, and the central nervous system. It's not a good idea to work them all into a single workout. For example, maybe you want to superset your chest with your back workout on day 1, then use a giant set routine for your legs (that makes me cringe).