P.S. I do go down the gym on occasion, but not regularly as this increases my body weight (and reduces speed of my body movement and efficiency of muscle use). Also, as an aside, weights are unlikely to reduce your own weight (and the same applies for swimming). Cycling and running are generally the best things.
re: the gym
If your time in the gym reduces your speed, quickness or flexibility you aren't training properly. This is often caused by training using bodybuilding methodology instead performance based methodology.
re: losing weight and lean muscle mass
It should come as no surprise that increasing lean muscle mass is very effective for losing weight. It is a fact that the calorie demands of 50 kg of lean muscle mass are greater than 45 kg of lean muscle mass and 5 kg of fat. Assuming caloric intake is the same, the individual with more lean muscle mass will lose more weight, even without engaging in any physical activity. Finally, strength training has been shown to aid in the increase of lean muscle mass.
If one wishes to increase one's lean muscle mass and not increase their overall weight it is simply a matter of constructing a proper routine.