I've worked out while high before, and apart from the lower pain threshold I can't honestly say it does anything beneficial. In fact, on the contrary, weed just makes me a bit lethargic. A bit of caffeine pre work out always works well but amphetamines are even better, albeit a tad dangerous. Obviously I don't condone the use of amphetamines for working out because of the heart rate issue, however, i've had small amounts of d-amphetamine before without any ill effect. My god do they get you in the zone. Still, i've only done this in extrenuating circumstances and don't plan on making it a regular practice.
My only issue with weed and working out is that now that i've stopped smoking, i'm finding it hard to consume all the carbs/protein that I require to grow because of a lack of appetite. Just got to eat through the pain I guess.