First things first....why "they" say it works...
The idea of the shake weight is taken from a recent fitness trend of vibration training which uses the oscillation of the equipment to stimulate your muscles, ultimately providing a higher force output during the contraction. Most of the research done has focused on whole body vibration training and yielded mixed results as to whether or not it actually leads to greater levels of muscle force.
Now....why research says it's most likely a waste of your money...
In theory the weight should stimulate extra muscle activity, but in practice the weight is kind of hard to shake properly and the light weight will not provide enough of an overload to make it an effective tool for developing strength or muscle definition. Along with that, the DVD that comes with the product only demonstrates exercises for the upper body which will not expend nearly as many calories as if you were doing exercises with all the muscles of the body.
Your best bet??
Stick with your normal dumbbells. If toning is what you want then create a routine that provides a load that allows for fatigue at around 8 repetitions or use plyometric training for muscle definition without an increase in muscle fiber size.
