3 Quick Points

The vastness and variation within the "health and fitness industry" means that many people are doing many things in many different ways, good and bad and all in between. The act of training is not particularly difficult. Sport-specific exercises that require technique may be challenging such as Olympic lifting, or the feeling that accompanies annihilating oneself in the gym may be unpleasant at the time, but overall its a fairly simple process. The difficult part is training intelligently, planning what you are doing, keeping a track of the progress, adjusting things in response to performance, finding the time to do it, getting the nutrition right, etc. Therefore, each session should be as useful and effective as possible, based on optimum levels of all the other things that affect each session as just mentioned. Below are just three basic fundamentals to ensure effective training.

1) Have some direction.
Have a clear idea of what you want to get out of the hours you are putting in rather than just randomly performing different things each time you train. Having no direction or goals dilutes any substantial gains that you may otherwise get from the efforts. You get better at what you choose to do, so think about what it is you want and then do a little research on what you need to do to achieve it. For example, Circuit training is great for "general fitness". Bodybuilding-type split training is great for putting on more muscle mass. Slow, steady cardio is good for your heart and lungs but may negatively affect your power and maximal strength. Lifting maximal weights for lower repetitions will improve your maximal strength but have little to no effect on improving cardiovascular fitness. Have an idea of what you want and then train in that way.

2) Keep it simple.
Don't over complicate things, sticking to the basics are always a safe bet. The hard, brutal, simple things are also usually the best. Many gyms have made it easy to get confabulated with the plethora of resistance and cardio machines available. One barbell and some weight plates will get you very strong. Pullups and dips will give you immense upper-body development. Sprinting in parks and running up hills will give you iron lungs and a strong heart. These things are simple but hard, and the laws of progression means it never gets easier.

3) Time is not an excuse.
An effective session can be done in even under 10 minutes. Time is never an excuse not to train. Everyone has the same 24 hours but different people have different priorities and tolerances for making the time for certain things, exercise often down on the list if things become busy. For example, a Tabata is a very effective method for improving anaerobic and aerobic fitness. This will sort you out in under 5 minutes:
Burpees
20 seconds as many as possible then 10 seconds rest, repeat for 8 rounds total.

Keep it focused, simple, and consistent!