Several recent studies have found that intense weight training is an integral component of weight loss, and weight control, because it causes a prolonged increase in post-exercise oxygen consumption and metabolic rate. A University of Maine study found that post-exercise metabolic rate was similar in routines with light loads (37-56% max) performed to exhaustion, and heavy loads (70-90% max) to exhaustion.

In other words, regardless of the training load you use, always train to exhaustion, and you will reap the benefits of increased post-exercise metabolic rate.  However, if your overall goal is to build and maitain as much muscle mass as possible, it is suggested that you continue using heavy loads to exhaustion.