How often should you do weights?

In terms of a specific amount of time between training sessions, there is no one rule that works for everyone. What works well for you might not work well for someone else.

What you should do is to "listen" to your body. Typically, for a day or two after an intense strength training session, most people experience DOMS (delayed-onset muscular soreness). Wait at least 24 hours (and 48 hours would be better) after all DOMS disappears and then train again. Following this procedure will ensure that you avoid overtraining and help to maximize the benefits you receive from strength training. (This answer assumes that you are not foolish enough to use anabolic steroids.)