This is something that I read about a fair amount. Women seem to be afraid of using weights because they think they will add too much muscle, so they avoid them and hop on the cross trainer for half hour.
By using weights in your workouts, you aren't suddenly going to have bulging muscles. The female celebrities that have their 'great figure' spoken about in magazines, I would strongly believe they all use weights during their workouts. Using weights when you work out not only burns more calories but they also create the 'great shape' that women strive to have. Weights are obviously used by male and female weight trainers/bodybuilders because they are needed to gain a lot of muscle mass. But they will constantly progress, lifting very heavy weights, and also eating a ton of food with a high protein percentage. If you combine heavy weight training with a high calorie, high protein diet, yes you will gain muscle mass. But by lifting light-ish weights and just eating healthy, you aren't going to start bursting out of your clothes with muscle, your simply going to have a much better, fitter looking physique.
So, ladies, don't be afraid of using weights, they are perfectly safe to use to get a better looking body, and you don't have to worry about turning into a bodybuilder! (unless you want to be like one!)