Focus on strength, not stamina.
What all the best trainers know, and most laypeople don't realize, is how important it is to build basic strength as the first part of a solid exercise program. To do this, the pros rely on fundamental exercises like squats and the bench press, using a simple formula well known to build pure strength: lifting heavy weights in multiple sets of five reps or fewer.
Mark Rippetoe's well-respected fitness book 'Starting Strength: Basic Barbell Training' charts a proven, bare-bones approach for this early phase: simply alternating two basic workouts, three days a week. The first workout employs the squat, bench press, and dead lift; the second workout hits the squat, overhead press, and power clean. (You can find descriptions of all these exercises in 'Starting Strength.') With each exercise, you start light, warm up with progressively heavier weights, and then do three sets of five reps with the heaviest weight for that day.
For your next session, you'd simply add 10 to 20 pounds to your third, fourth, and fifth warm-up sets, and five to 20 pounds to your work sets (as you progress, the weight of your work sets will be much heavier than that of your warm-ups). While this is a great way to jumpstart your strength training, you wouldn't want to do this forever: After two to six months (longer for some), you'll have exhausted the novice effect, gains will stop, and it will be time for the more advanced program, as outlined below.