This is a topic that body builders debate from time to time; whether it is the so called low tech free weight work outs that give you the maximum gains or the high tech machines.
Free weights are those implements that you can manipulate three dimensionally, since they are unattached to any machine or apparatus.
These could be dumbbells, ankle weights, medicine balls, barbells etc, and one could also classify the human body as a free weight, which by itself permits us to perform so many weight bearing exercises.
Weight exercise machines that gyms are typically equipped with; the kinds with multiple exercise stations such as the pec deck or a smith machine are the machines other than free weights that are fixed and do not allow three dimensional manipulation of them. There are pros and cons of both:
Weight machines are good to start out with
For someone who is just starting out in their weight training program, who may not know precisely what is to be done, it is a good idea to use machines which will offer support when they are still figuring out what to do and how.
It is less likely that one will be injured by using weight machines because they are built along a fixed path which has instructions so that one is unlikely to do the exercise in a wrong or injury causing manner.
Also the machines usually have printed instructions along with them so that one knows what is to be done. A beginner would be hard pressed to figure out exactly how to use barbells or dumbbells at first. Also you are less likely to be injured by a fixed machine than by a dumbbell dropping on your foot!
Free weights are more flexible and offer a wider variety of possible motion
Weight machines are limited in the ways that you can use them. They also target only certain specific muscle groups and you would end up needing more machines if you want to get a full body work out.
Also free weights, because of the fact that all the control has to be exerted by the body and not the machines, tend to give a somewhat more intense work out than machines would. Since machines are more supportive, they may give you less of a work out.
Free weights may be harder to master and probably more likely to cause injury, but they are more versatile and functional and can offer a more complete body work out.