Depends on the exercise, and how heavy the weight is.
Heavy weights are for heavy metal.
Real Bands:
1. Dethklok
2. Amon Amarath
3. Slipknot
4. Disturbed
5. Avenged 7x, some songs. Some sound...very Green Day esque and I dislike Green Day.
Video Game OST:
1. Brütal Doom remix tracks.
2. Castlevania metal mixes
3. Guile's Theme
TV Show:
1. Hell's Bells, plus Trunk's death, aka Vegeta's Rage Theme.
For cardio I like rhythmic and orchestral tracks to keep me on track. All my choices are mostly video game tracks.
1. Payday 2 Original OST plus the Hotline Miami DLC tracks. Great electronic music, dubstepy but much heavier.
2. Skyrim and Oblivion sound tracks. Would be amazing with VR damn it! Make it happen Bethesda! Having fun and staying in shape is the way of the future.
3. Lords of Shadow soundtrack.
4. Metal Gear Solid various themes. My favorite, and unfortunately the most lack luster game had my favorite track, Sins of the Father. Its awesome in a campy kind of way.