I find that cycling (whether outdoors or in spin classes) will keep my legs in shape, they are big muscle groups that are utilised all the time when upright. There are a few small muscles in your bum that can really hurt on a sprint up a short hill, or more importantly, on those long slogs uphill- it feels as if it's really deep in your cheeks (open to ridicule) and is quite acute.
Pilates is becoming more popular with menfolk (Ive worked in a gym for 5yrs so it's first hand experience), and I would really recommend it for targeting small muscle groups. (if your gym doesn't offer classes let me know and I'll tell you some moves).
Other than that I'd focus on biceps, triceps, and alot of back muscles (erector spinae, rhomboids, trapezoid etc sorry about spellings btw, I'm fairly merry from the pub). These muscles are used more than you think, and although manuals are supposedly all balance, I've found it much easier since my back muscles developed from nothingness. These can be done in a number of ways (rowing/ergo machines, or specific free-weight or resistance machines). I cannot stress how important it is to have someone show you how to do these exercises effectively, but again I can send some details from my course assessment if you fancy.
If in doubt do cardio!
Lastly, diet! Alot of the guys are protein mad and it makes your farts smell awful. I believe in a balanced diet and all things in moderation. BUT if you are looking for building muscle then you need to have protein within 30minutes of training. Supposedly the 'burn' we feel is minuscule tears in our muscles where they have been overstretched/overworked. To repair the muscles amino acids (from protein) are needed to repair the muscle.
PS don't forget to stretch! No point getting muscles if you aren't flexible to use them. Try developmental stretches (stretch for 10seconds and the ease into a greater stretch to increase your range of movement)