I do...mostly, I pull weights rather than lift them, and when I do lift them then I lift light but for several minutes. I probably have the many, many pull ups (unassisted) I do to thank more for my muscular arms, and the aerobics for my legs (though I do plenty of leg presses as well, usually being relatively light but for several minutes, unless others are waiting to use it). I've actually built up some muscle slowly over the years so that it causes comments (though I'm not anywhere close to being like devoted bodybuilders), and it really wasn't my intent...but I've come to appreciate it. My goal was to just stay in shape, but I've gotten addicted to the high that exercising for a long time will bring.
If you ever go to a gym, try a mix of hot sauna and cold shower...it's momentarily painful, but I've found it causes intense pleasure, something others understand. Luckily, I've found few like to use the sauna anyway, so I can turn it up as hot as I like and even pour on my own scented water (such as with eucalyptus oil, which one guy swears helps with both his allergies and depression, but in my case I just like the smell of it). After wearing myself down with exercise (but with the high that comes with it), this not only adds to that high, but also wakes me back up before I leave. Sometimes I even allow myself a delicious protein shake before I leave (which really wakes me up), though that has probably contributed to my gaining muscle (which not all women want to do).
Note, gyms vary wildly in both quality and company.
Be careful about pushing yourself with weights, should you go that route. I know of one guy who became disabled because he lifted too much and damaged his neck spine. Plenty of gyms will offer trainers at reasonable prices (probably helps with their insurance concerns), and spotters (who can help make sure you don't hurt yourself because your muscles just suddenly give up) can be a big help as well. I almost never push myself like that personally (preferring endurance to how much I can lift a few times in a row) so I don't need a spotter.