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* Overhead Presses (shoulders, tricep)
* Pull-ups/Barbell Rows (back, bicep)
* Squats (legs, lower back)
* Deadlifts (legs, back, shoulders)
* Bar Dips (shoulders, chest, arms)
I cannot overemphasize
importance of these exercises. Do not start an advanced weight training program without them!
They will overload your entire skeletal and muscular system like no machine could ever do, giving you and effective workout in a very short period of time. If you can only do a few exercises, then do these. They have been proven (and not just by me) to encourage muscle and strength gain unlike any other exercises.
Lift Heavy Weight
To build mass, you must weight train with heavy weights. By heavy, I mean a weight that is challenging for you -- not me, or anyone else. To consider a weight heavy, you should only be able to do a maximum of 8-12 reps before your muscles temporarily fail. A weight is considered "light" if you can do more than 15 reps before muscle fatigue sets in.
Heavy weights stimulate more muscle fibers than lighter weights. It's that simple. More muscle stimulation means more muscle growth.
Don't Overtrain
Heavy weight training puts a huge strain on your body, so adequate rest and recuperation after your workouts is essential. If you are prone to train too often, several things happen:
You don't give your muscles enough time to recuperate between workouts. If your muscles have not repaired themselves, you will not be at maximum strength for your next workout. Rest is essential. Other than eating, this should be your main focus.
You are setting yourself up for burnout or an injury. I know you are motivated and excited about working out, but don't be careless. You must pace yourself, you want to be able to keep this up for a long time, not burnout before you reach your goals. I only weight train 3 times per week, that's all. Anymore than that and I would not give my body enough time to repair and build new muscle.
Contrary to popular belief, you do not grow while working out, you only grow when you are resting.
Below is an example mass workout. I did 4 heavy sets for 4-8 reps each.
Wednesday (legs, abs)
* Heavy Squats, leg extension superset
* Seated Calve Raises, 4 strips sets
* Crunches (4 sets of 20)
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Friday (chest, shoulder, triceps, abs)
* Flat bench press, incline dumbbell flyes superset
* Shoulder press, side raises superset
* Tricep pushdowns
* Reverse incline leg raises (3 sets of 20)
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Sunday (back, biceps, abs)
* Wide grip pull-ups, latbar pulldown superset
* EZ bar bicep curl, incline dumbbell curls superset
* Crunches (4 sets of 20)
That's it. Nothing fancy, but effective.

Former "skinny guy" Anthony Ellis is the author of Gaining Mass! The most widely used weight gain program in the world.
This unique program designed to help people gain weight and build muscle, is currently being used in over 90 countries and boasts the largest private weight gain forum on the Internet, with well over 13,000 members at http://www.fastmusclegain.com