I get that way after bent over rows, usually have to grab on to the power rack when i'm done until the blood returns to my head. The reults are worth the pain though!!!
I'm not sure what time of day you are training, but I cannot train early morning. I asked my doc about it, and he thinks my BP is low in the morning combined with fasting at nighttime sleep = blowing chunks lol. I try to train mid-day, and drink plenty of fluids well before workout to handle any de-hydration issues. Be sure to give yourself ample time to recover as lactic acid build up can make one nauseous. Oh, and like everyone said, breath
Any change in blood sugar will make you dizzy. I get dizzy when I lift early in the morning without eating, which I only do when I'm in a hurry. I don't do it often.