Weight vests can make virtually any workout -- or any daily activity, for that matter -- significantly more physically challenging. A weight vest is particularly effective for cardiovascular exercises like jogging, stair runs, bicycling, jumping rope or box jumps, although it also works well for strength exercises like pushups and pullups. The added weight the person carries from the vest along with their own body weight forces the muscles, heart and lungs to work significantly harder to achieve the same motion.
Keep in mind that individuals who incorporate the use of weight vests into their workouts should be very careful to use proper form and technique throughout each motion to reduce the risk of possible injury. This applies to anyone who works out, of course, but it is particularly true for those who use weight vests since the added weight exponentially increases the impact of any technical mistakes.