Weighted dips are when you use a belt with a chain on it and strap some plates on while doing dips. The same as weighted chins. Your gym should have one. Here is a link to an article about dips, with some pics of the dip belt halfway down the page:

http://www.bodybuilding.com/fun/ridgely8.htm

And since others have posted their favorites, here's mine:

1. squats
2. deads
3. horizontal bop

(dips are a close fourth)