Although some jugglers have used items such as bowling balls which are certainly heavier than clubs or balls, in most cases weights are not actually juggled. Its just the term that is used to describe the throwing, spinning, flipping and catching of a weight.
There are two main objects used for this; Barbells and Kettlebells. In either case it is a very visual display of strength. Whereas simple swings or presses won’t catch anyone’s attention, juggling a weight surely will. Other objects like blockweights, plates and heavy clubs can also be tossed around in the same manner. Mike the Machine demonstrates what can be done with just a 45 lb. plate.
In all cases it is a full body exercise, though different moves will focus more on certain parts of the body. Be careful with the implements and it wise to practice outside and all times.