Quote form the Journal of Sports Science and Medicine (2012) 11, 703 – 708. They concluded:
The SW did not have any advantage over the DB for any exercise, nor for any muscle group. Further, no muscle group during any of the SW trials exhibited an MVIC over 60%, the level necessary to increase muscular strength.”
You’d be better off working out with some dumbbells. Doing a sit up or two. A single jumping jack.
This YouTube videos explains why the Shake Weight doesn’t work and why it totally sucks and makes you feel like you’re masturbating.