Muscle building exercises increase your BMR in the sense that they let you build up more muscle. Each kilogram of muscle-mass needs a certain amount of energy to be maintained through the day.
Any routine that increases your muscle mass will help increase your BMR.
There are also exercises triggering the so called afterburn effect, see the Tabata protocol and High Intensity Interval Training (HIIT)
But all in all, dont get too excited about increasing your BMR. Its very hard to increase energy expenditure to a level that affects how much you can eat without putting on weight. If you think that a bit of excercise is a get out of jail card for overeating, think again.