Hey Lise, sounds very familiar - I ended up in PT last year with "tennis elbow". Mine was a combination of work (computer geek) and gripping the handlebars on my bike too tightly.

Here's a couple of the stretches I did:

http://www.sportspti.com/tennis_elbow.htm

Don't know about the weight work though. Later on in the PT I was doing some work with bands, but never any weights. Besides that, heat, massage and ibuprofin.

Try to relax your hands and arms when on your bike. Stretch whenever you can .

The book "Stretching" by Bob Anderson is really good - all kinds of info.