What should I start with? I am 3 weeks in to doing cardio (only missed 2 days).

FTR......I have 200 to lose.

1) get dr. approval. 2) get a real trainer. With that much to lose (if I set my target to my "ideal" weight I'm was right there with you) your muscles are probably all over the place. I know I never would have chosen the weights I'm doing, and having someone correct your form, and push you is worth it's weight in gold.

Thats a very broad question and I am no expert. I agree with the above poster that you want to check in with a doctor and a trainer, or even just a gym induction.

Are you looking to do strength training or looking for general weight training? I assume with 200 to lose you would be looking to do modified exercises. Also make sure you are covering your whole body so something like

Legs
bodyweight squats (moving up to front squats)

Chest
Dumbell bench press

Shoulders
Dumbell press (or barbell but watch the weight)

Back
Bent over row (or one arm row if your balance is not great)
Lat pull downs

Abs
Hanging knee raise

This is far more just basic weight training than strength but you can move the focus with reps and sets (stamina- high reps, muscle gain-med rep, strength- low rep high sets), then once you are in a bit better shape I would highly recommend something like starting strength for getting into deadlifts, squats and bench press. But again that is worth talking to a trainer about, you dont have to have regular meet ups, just a session now and again to check form and programme.

What kind of workouts are you doing now?

I guess I am looking at small hand weights (2-3lbs) and doing lots of reps. I want to tone.

I do the Leslie Sansone walk at home Dvd.

Small hand weights and lots of reps will not accomplish anything.

heres some info that helped me get started.

honestly, you should be doing body weight work outs for a few weeks before transitioning to weights.

http://nerdfitness.com/blog/2010/02/15/how-to-build-your-own-workout-routine/

http://nerdfitness.com/blog/2009/12/09/beginner-body-weight-workout-burn-fat-build-muscle/

I was going to recommend Leslie Sansone Workouts. They are good workouts. Another female instructor workouts you can check out it Chris Freytag. She's one of my personal trainers. She has a lot of workouts out, but this is the one that I want to recommend to you. Collagevideo.com doesn't carry it anymore, but you can still preview it here. Amazon sells the workout.

Chris Freytag's 10 Pound Slimdown: You don't have to go at her speed. Build your way up.

http://www.collagevideo.com/item.aspx?item=6047

Here's a walking one: Chris Freytag's Walking Cardio ShapeUp Max. You can buy it on Amazon as well.

http://www.collagevideo.com/item.aspx?item=6020&setup=yes