I'll try to keep this short and sweet.
The big mistake you'll see almost everyone in the gym making is training the body by its "parts". You know, doing exercises for the chest, arms, shoulders, legs, and so on. I'd imagine that almost anyone who doesn't know anything about weight training (and that's a good number of people in the gym) would think this is the way to train--I certainly did in the beginning. But while it seems intuitive, working out like that isn't going according to the body's design.
Your body's muscles follow movement patterns. To say it simply, they pull and push and rotate. Just moving in those patterns activates all the muscles you need to train. And that's really all you need to know to plan your workouts.
Now just think of exercises that fit with those movement patterns. Pullups and rows have you pulling (biceps and hamstrings curls do as well). Pressing exercises are pushes (so are squats), and bicycle crunches and similar moves involve rotation. Now just do one or more exercises from each movement pattern in every workout, and you'll make balanced gains.
Training just the shoulders or the arms or any other one part often leads to overtraining it, and it doesn't get you functional results. Since the shoulders and arms don't ever work alone, but rather always in conjunction, you're better off doing a shoulder press most of the time than a lateral raise and a dumbbell extension done separately. The shoulder press works the delts and triceps together--right away you've trained two body parts with an efficient movement that lets you use a lot of weight and replicates actions you'll do in sports and everyday life.
Start thinking in terms of movements rather than muscles, and you're on your way to shorter, more productive workouts, fewer injuries, and stronger muscles.