Well, some people say you can’t get rid of cellulite through exercise, others say you can. Maybe it’s an individual thing. Certainly, weight lifting seems to beat cardio for these type of things, and that makes sense to me, as cardio is really an overall fitness thing that benefits the heart and lungs.
Some people have suggested leg ups for cellulite on the butt, and squats for cellulite on the thighs. The idea is that weight training will really develop your muscles, and it certainly improves circulation locally. The suggestion I found in some forums is medium intensity weights, with high repetitions.
It certainly seems to work for celebrities. Look at Madonna in her ultra muscle phase. And J. Lo, who is famous for her butt, does a lot o0f squats. It seems to do the trick of keeping it in good shape, but free of cellulite.