Recently I was asked my thoughts on Complex training, in this thread.
Complex training involves mixing another training mode in with weight training. This is done during the rest periods between sets of lifts. The most common form uses plyometrics that are biomechanically related. Such as doing squats and box jumps. There is a good summary here. Other forms exist as well.
I'm aware of only a small body of research on complex training. What I've seen is that the benefits are small. That means that the advantages are most useful to people already at the top of their game. If you're coming in second in races then complexes may push you to first. If you're coming in tenth, you have fundamentals to work on more importantly.
The other reason that they are most appropriate for high-end athletes is that they significantly increase the stress on the body. The total volume of work done in a workout roughly doubles. For someone whose already developed a tolerance for lot's of exercise it's fine. For an amateur athlete it's probably too much and increases the risk of overtraining or even injury.