4. Diagonal Raises
This exercise uses your weights too, and it's great for your shoulders as well as your arms.
You need to be standing, with your right arm straight.
Holding your weight in your right hand, let it cross your body, so that your hand is next to your left hip.
Now, gradually lift your arm straight out in front of your body, keeping it straight, and then lift it up at a diagonal so it ends up over your right shoulder, completely extended.
Hold it for a minute, then steadily drop it back down to your starting position.
After a few reps, you can do the same with your left side.