Gain to Lose
For both men and women, one of the most effective way to lose "weight" and keep it off is to increase our percentage of lean body mass (LBM) or muscle. I put weight in quotes because it's not necessarily weight we want to lose but body fat (BF).
Lean Body Mass has a higher maintenance fee than body fat. That is, your energy consumption is much higher the more you favor LBM to BF. This is one of the main benefits of including a strength training component to your health and fitness goals. More strength (usually) equals more muscle.
The best way to go about this? Lift some heavy ass weight. And not to worry ladies. It's incredibly difficult for a women to get a physique like Arnold (in general, your hormone profile doesn't support it).