One of the best ways to lose weight is to gain muscle. Yes when you gain muscle it adds weight, but the weight that is added in muscle are like large fat burning machines. Exercise conditions the body to release substances (hormones, enzymes) that promote fat breakdown and encourage muscle building. Muscles require energy to contract; the more energy you use with a movement, the more calories you burn and the leaner you get - assuming you don't overdo training and maintain good form.