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Like pje says, if you want to train for strength but not size, train like a powerlifter. Their muscles are strong, but not necessarily bulky. If you're looking for endurance, however, short and heavy sets are not the way.
I would recommend circuit training -- either on weight machines, as thingstodo says, or through an accelerated workout with free weights in which you 1) do a higher-than-average number of reps with moderate weight, 2) leave as little time as possible between sets, and 3) superset sets of different exercises as much as possible. These two approaches will improve your muscles' strength and endurance (endurance more than strength, but you will improve in both ways) and give you some cardio as well.
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