Gaspari lives by this rule. "In the weight room, I shorten my rest periods and use advanced techniques like supersets, compound sets, and dropsets to build muscle and burn fat. The key here is to keep training hard and heavy," he says. "Don't trick yourself into thinking that you have to use really light weights and high reps. If you put your mind to it, you can still train just as heavy at a fast pace."

In a way, moderate-intensity physical activity is that "magic pill" a lot of people are looking for, because the health benefits go beyond keeping your waistline trim: Not only can it reduce your risk of cancer, stroke, diabetes and heart attacks, but studies have shown that physical activity can significantly improve the moods of patients with major depressive disorders.