Aim for perfect form rather than maximum weight.
Include the right number of sets per muscle.
Don't swing, jerk, or cheat, but use slow, precise movements in your training. If that means lowering your weight, so be it.
Focus on building every muscle group evenly, not just the "show" muscles.
Control the eccentric (lowering) motion as much as the concentric (raising) motion. Slower eccentric motion can lead to serious muscle development.
Never lock out your joints.
Unless you want to be a competitive bodybuilder, it's always smart to go the route of strength training at the gym. Bodybuilding may be a good way to develop big, bulky muscles, but it won't help you develop the strength that will make activities of your daily life that much easier.