Yes, I am currently using BodyMedia to measure my progress at the gym. My workout routine consists of cardio, plyometrics and weights lifting (all done separately), and biking. The BM captures caloric expenditure of all these types of workout. The interactive BM dashboard even lets you isolate specific time periods of the day, so you can gauge the efficiency of each workout (e.g., I do cardio during lunch, and plyometrics after work. Not sure if you can isolate the effects of individual exercises (unless you do 3 sets in a row, and time each exercise so you are able to isolate it on the dashboard later?). I am also trying to figure out if BM captures the "afterburn" effect, but I will have to design experiment for that. Not sure about the accuracy of the estimates, though. The published accuracy is 90%, so I always assume that BM underestimates and round the caloric expenditure down 10%. But I did compare my heart rate across different routines and BM estimates seem to correlate with it: it reports higher caloric loss estimates for those workouts when my heart rate is higher.
You can read about my experience with BodyMEdia on my blog www.measuredme.com.