It's nice that this thread got resurrected
Don't fear the free weights! I rarely use weight machines at the gym (only to mix things up a bit every once in a while, of course - they have their purpose) and stick to using dumbbells and barbells. I just think they are better for learning balance and coordination and really getting to know your muscles (really!). You just have to get into your own little zone and forget all those other people in the gym while you're lifting (but, oh, i'd love a home gym...)
This is a really good site re: women and weight lifting: http://www.stumptuous.com/weights.html . I'm sure it's been referenced here before, but another ref can't hurt.
Cheers,
Robyn