I go to the gym on alternate days to my aikido, three days of each in a week with one day of relaxation. This works for me. It gives my body rest and at the same time provides the muscular protection for the pounding one can take on the mats.
When I stop weight training I found my body is more likely to get injured during training. I'm not talking about severe injuries, just the typical aches and pains one might get from twisting limbs and falling heavily.