I want to do weight lifting sets through the day, instead of the one after another. Does this have any difference? As i understand the pause between sets needed for the muscles to recharge energy. So maybe having longer pauses actually have some benefits? Or at least there is no difference?
It depends what you want to get from your workouts. Here's a general way of thinking about it:
As you increase time you have between exercises (up to, say, 5 minutes) your muscles can perform better in consecutive exercises because they have recovered more from the stresses of the previous exercise. This may mean that your muscles can gain more from each individual exercise in terms of strength gains, because you were able to work harder in each one. However, you lose the benefit of cardiovascular training because you're allowing your cardio system to relax more with higher rest intervals. You will also not make great gains in terms of muscular endurance, or lose much weight. (Here, the muscles will mostly rely on muscle glycogen as their fuel for exercise, not fatty acids like you would want if you're trying to lose weight. Glycogen is usually easiest for the muscles to use for shorter duration exercises like chin-ups, sit-ups, etc. When you rest more, like a few hours, you're allowing the body to replenish muscle glycogen stores, electrolytes, and flush lactic acid, which will allow you to perform short term exercise again).
As you decrease rest intervals, your muscles get less of a chance to recover, and you cannot exert as much in each exercise compared to having more rest time. Here you would see more gains in muscular endurance, but less-so in pure muscular strength. However, you cardiovascular system is working harder, and therefore benefits more from shorter rest.
If you are looking for a balance of muscle hypertrophy (gains in muscle "size"), cardiovascular ability, weight loss, and muscular endurance, I would shoot for rest intervals to 30-60 seconds between sets. These intervals have also been shown to have an effect on the release of human growth hormone during exercise, which will help you out a little bit as well (http://www.ncbi.nlm.nih.gov/pubmed/19691365).
The way you would design your rest intervals would essentially hinge on what you want from your workouts. From the comments, if you're looking for weight loss (fatty acid mobilization & metabolism) and general fitness, I would shoot for 30-60 seconds of rest between sets.