So, you've decided to add resistance to your squats! We are so happy for you.
There's many ways of adding weight to your squat: using a barbell behind your neck region, holding dumbbells on either side of your body, using kettle-bells and the list goes on.
Our recommendation for you, if you are progressing from not using any weights, is to get familiar with the dumbbell squats as shown in this video.
This is not superior to any other forms, it's just that this technique brings out to surface your weakness in a visible form which will help you fix them before you start developing 'overuse' injuries.
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