For me, the king of upper body exercises is the Flat Bench Press, done with a barbell. This increases upper body strength faster than any other exercise, in my experience...but only if you really push it to the maximum you can lift safely. It is scary to fail on a free-weight bench press, but that's the only way you will find out what you can lift. (I have to say, though, that for barbell bench presses at or near your maximum, you must have a spotter, otherwise you are risking horrendous injury.) Bench presses will strengthen your chest, shoulders and triceps.
Second on the list would be Chin-Ups, on the Chin Assist machine if you cannot do them from the chin-up bar. (I can't, I'm still too heavy.) If there is no chin machine at your gym, then the Lat Pulldown machine is an OK substitute. Again, lift as much as you can do safely, that will bring the best results. Also, a lot of people who cannot do a "regulation" chin-up from the chinning bar at first, can work up to it with negative reps--that is, climb up to the top position where your chin is above the bar, and lower yourself down slowly and under control until you are just hanging. Chins will strengthen your back and biceps.
If you are truly giving an all-out effort, you may only be able to do heavy Benches and Chins once a week for a while. That's fine. Don't work the muscles if they are still sore, even if it means you have to skip a workout. You might also, eventually, experience a bit of abdominal soreness related to maximum efforts on Benches and Chins. (Although probably not, if you do Pilates, since those core muscles are getting worked regularly.)
Women often underestimate their upper body strength, and I would encourage you (with proper safety precautions) to test your limits. You might be surprised. And the closer to your limits you work, the faster your upper body will catch up to your lower body.
I echo mrschmeltz's point about protein. If you're trying to build muscle, even on a weight loss diet, it's important to get at least 1g of protein for every pound of lean body mass you have.
hth
Emily
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