How can I build muscle and weight effectively?

I've been going to the gym regularly for a couple months now, and I've noticed some strength build up, but I feel as if I got to a point where I either can't build anymore muscle, or I'm not working out efficiently. I usually go for about an hour, and afterwards drink a protein powder mixed with milk. When I don't go for a long time and I go back, I feel soreness, but only for a couple of times after that. Whenever I try to do an exercise on a specific muscle ( like bench pressing for chest ) a lot of times I feel absolutely no soreness or tightness in my chest, and only my arms hurt while I'm exercising. I'm not sure if I'm using the wrong weight in accordance to my strength, but I've tried heavy weight and light weight, and still I feel no "progress" so to say. What is an effective way to work out? I am looking to build muscle and weight. Thank you