Squats and deadlifts are the most effective exercises for strength training, as they involve a large amount of muscle mass, and therefore allow you to lift heavy weights.
I started doing Stronglifts 5x5 (very simple to follow and can be done totally free with the app or spreadsheet) and six months in I can’t believe how much stronger I’ve become. I haven’t noticed a huge difference visually so my poor ego is the only thing suffering.
Increases in strength usually go hand-in-hand with increases in bodyweight. I did Starting Strength, and gained 10kg in a few weeks. Some of it was fat obviously, but mostly it was muscle. Even though I didn't perceive myself much different everyone else did notice. Also I had to buy new clothes.