OK so let's go. This is gonna be a LONG post!
Well it depends what you're trying to accomplish. Do you want to just build muscle, or cut fat, or what? Or both? Because doing both at the same time is extremely difficult and requires extremely meticulous, precise calorie counting. It's easier to just do it in cycles - remove the fat, then build muscle, then cut what fat you gained while building muscle but maintain your muscle mass, so at the end of one cycle you're a little bit leaner and fairly more muscular.
For bulking, which is what I'm doing now, I'm doing two days lifting, one day off, two days lifting, etc. Day 1 I do legs - squats, deadlifts, and calf work. Even if you don't care about your legs, you need to do squats and deadlifts, because they build the most muscle everywhere in the body. Day 2 I do chest - bench press, incline bench, and dumbbell flyes, and triceps.
For the record, go to
http://www.exrx.net/Lists/Directory.html for great visual descriptions on how to properly do the exercises. You also want to do them with free weights, that is dumbbells and barbells, instead of machines. You need to get the form down properly for squats and deadlifts, you can search youtube for instructional videos if you want.
Day 3 is back and biceps - lat pulldowns, chinups, rows, and curls. You don't need to do a lot for your biceps - most people go to the gym mostly for bigger biceps, and end up overloading them. Do 3 sets of barbell curls, and some dumbbell hammer curls, once a week. Day 4 is shoulders - overhead press, upright row, shrugs, and side or front dumbbell raises. You can use either dumbbells or a barbell for the overhead press. I find it's best to use dumbbells, but my gym sucks and they don't go any heavier than 55lbs so I have to use a barbell.
Do some ab work every few days. Don't just pound out 1000 crunches, that doesn't do anything for you. If crunches are too easy, hold a weight to your chest while you do them. Also, do this:
http://www.bodybuildingforyou.com/training-fitness/8-minute-abs-workout.htm
There are probably thousands of different programs you can find online, you just have to experiment and find what works best for you. But, if your routine doesn't contain squats and deadlifts, it sucks. Period. You'll also want to stick with the bigger, compound movements that I've outlined here. Don't do froofy shit like leg extensions unless you're either a little girl, or an advanced bodybuilder looking for a little more definition in the quads. And if you were, you wouldn't be asking me this shit.
How many sets and reps you do depends. If you want bigger muscles (hypertrophy), do 3-4 sets of 12 repetitions. If you want strength, but not necessarily big muscles, do 6 sets of 6 or fewer repetitions. A good program that a lot of people do is 5 x 5 - that is, five sets of five repetitions. Just don't half-ass anything - you need to really put all your effort into every lift or you won't get anywhere. It also helps, I find, to keep a log of how much you lifted each workout, otherwise you'll forget and you won't increase the weights as fast as you could be doing. Try to push yourself a little further each time you workout. If you can't increase the weight from what you did last week, try and squeeze out just one or two more reps. A single rep higher than what you did last week is still good progress. Lifting the same thing each week won't help you.
Now, nutrition is just as important as the workout. You need protein. You need a gram of protein per pound of bodyweight. Buy a protein powder (
http://www.bodybuilding.com/store/opt/whey.html is good), and take it to the gym with you. Drink a shake immediately after you're done working out, and eat something with protein in it within an hour of finishing working out. You generally want to eat 5 or 6 smaller meals a day instead of 3 bigger ones. If you don't have time to make 5 meals, get some protein bars or take a shake with you to work/school/whatever. I don't really watch my diet too strictly, but try and stay away from stuff like soda/junk food. Of course, it's ok to eat these things every once in a while, but not too much.
Also, believe it or not, pigging out once in a while is good for you. If you don't eat a lot of sugar/fat, your body can horde it's current supply of fat. Eat something fatty once a week, and it'll actually help you lose. Cheat meals also make sure you don't lose your motivation.
I think that's about it, well that's all I want to type now anyway. Ask me for anything else.