Interval training involves rapid cycling of high intensity exercise - such as weight lifting - and lower intensity aerobic training - such as a stair climber - in cycles.
Begin your workout with 30 minutes on the treadmill, elliptical, stationary bike, or stair-climber (or even ordinary jogging will do), and finish your routine with another 30 minutes devoted to weight training.
Maybe you can't afford to outfit your house with top-of-the-line exercise machines, or perhaps you live in a small space and have nowhere to put a treadmill or stair climber.
This type of interval training can be done with any type of cardiovascular exercise, such as the elliptical trainer or stair climber.