I like to work with free weights and do body weight exercises which are very important to burn fat. Unfortunately lots of people who decide to lose weight tend to think they should jump into cardio only.
Although there are many benefits of doing cardio for fat loss, there are great advantages to using various weight training programs to lose fat.
Muscle burns fat, which in other words means that muscle raises your Resting Metabolic Rate (RBR). Fat takes no energy to sit in your body. Once it is there it will stay there UNTIL you exercise and need it as an energy source. Lean muscle is different. To just sit in your body, each pound of muscle uses about 30-60 calories per day - to put it simply: you burn energy even when sitting down watching TV!
An hour of cardio exercise is fab to burn energy stored but when you finish with it you stop burning calories. Weight training keeps your metabolism at an elevated energy rate for about an hour after you are done.