Sean has it right at the end. 80% of your weight loss is going to come from diet. If you're eating too many bad calories you can work out all day with no progress. Personally I like the "Cave Man" style diets where you just ask yourself "Would a cave man have eaten this?" Doesn't require any calorie counting. Makes it heavy on meats, fruits, veggies and good fats (ex: avocados, coconut) and very light on grains, starches, legumes, etc. Cut out all processed foods and don't drink any calories.

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High intensity interval training as Andrew said, but with the rowing machine. Rowing is the most efficient form of cardio exercise aside from swimming as it works your entire body instead of just your legs like running or biking.

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It all depends on how fit you are. If you're in average shape and looking to shed some winter weight or a beer belly, go for the high intensity interval training. To keep it interesting, do this on different machines such as the elliptical, treadmill, bike, and (although it's a little harder to do) the row machine. HIIT is great especially if you don't have a lot of time.

If you do have a lot of time, then I suggest simply running on the treadmill for 30 minutes or longer and then when it gets warmer to start getting into a routine of running outside. It's just a great way to relax, release some endorphins, and keep in good shape.

Now if you are up for it try a boxing, krav maga, or brazilian ju jitsu class. Those are high intensity cardio workouts that's a lot more entertaining than a treadmill.

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To lose pounds you have to diet. Studies have shown that most exercise will not contribute to significant weight loss.

No need to get too complicated. Eat foods that are not processed Use a food diary to keep yourself honest. Livestrong has a good iPhone or Blackberry app for this.

But you should also do strength training, this will help you to retain muscle mass. And if you are losing weight fast, the real risk is that you will be losing muscle mass not fat. Our bodies still think we are living in a feast and famine world, whereas most of us in the US can eat all we want. But our bodies think that if we are losing weight fast we are in a famine situation so it gives up the muscle to try to save our fat for a rainy day. Not what any of us want.

So diet and do weight training. I prefer kettlebells and sandbags. They will kick your behind, are fast, and give you cardio as well.

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I have two suggestions. One is the p90x routine which will get you leaner, more flexible and add strength while elongating and thinning out your muscles valuing power and balance over size. I've done p90x and it works very well.

Another more strenuous routine is the "Cross Fit" regiment. This is the most high intensity workout you can find in the states. There is a giant community of people who do this and that helps keep you coming back again and again.

Both of these workouts easily beat anything you can do in a gym(except for boxing).

p90x - http://bit.ly/aIUQt4
Cross Fit - http://www.crossfit.com/

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It sounds like your goal is to lose some fat as quickly and efficiently as possible. To achieve that, there are several factors to consider aside from just "what's the best cardio".

1. As mentioned by others, DIET IS KEY. The "Cave Man" diet recommended by Mr Miller is, in my experience, the best. It is sometimes to referred to as the "Hunter Gatherer Diet", but more often it's being called the "Paleolithic Diet" or just Paleo for short. It is HIGHLY effective for weight loss, as well as providing a much healthier overall lifestyle. And there's nothing more manly than eating like a caveman.

2. Control your metabolism. Eat MORE meals, but LESS food at each meal to raise your metabolism. If you skip meals and only eat once or twice a day, your body assumes you are starving and lowers your metabolism, thus making it more difficult to lose weight. Timing is also important. Eat a big breakfast and several small meals throughout the day, but don't eat late at night. Drink water!

3. Don't skip the weights. Strength training is just as important as cardio when it comes to fat loss. The more muscle tissue you have on your body, the more calories your body will burn, even while resting.

4. ACCOUNTABILITY. Train with a partner who has similar goals, if possible. If not, at least keep a journal of your progress.

5. Stay with it. If you're serious about getting and staying fit, there is no better approach than the CrossFit methodology. It involves intense full body workouts, rather than focusing on individual muscles or groups, and it will kick your ass when you first start out, regardless of your fitness level going in. read up on it on the main site. But be warned, people that get into CrossFit get REALLY into it.

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The most important part of your question is 'at the gym'. Exercising in a stationary spot for any length of time is boring, I don't care how good your iPod playlist is or how hot the women at the gym.

I find that if I run outdoors I can easily double my distance and calories burned compared to the treadmill. Plus with the changing scenery it's an activity that I enjoy and look forward to.

An hour run at sunrise is MUCH easier, enjoyable, and more aerobic than a 30 minute treadmill or elliptical slog. I plan my runs to end back at the gym where, completely warmed up, I finish with a weight circuit.

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I could go through all the reasons not to do HIIT but it's all summed up nicely here:

http://stronglifts.com/hiit-interval-training-fat-loss/

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Why hasn't anyone suggested the simplest form of cardio: walking. Yeah you won't burn hundreds of calories within 30 minutes but this is by far the easiest and doable exercise. Do it at a gym on a treadmill if it's snowing, do it at home with your dog, do it with your wife/girlfriend so they benefit too, do it on vacation while on the beach. Face it, nothing you do for short period of time will last forever. Incorporate things that can be done for years and you will see the difference now and in the future. If you don't agree, buy a jump rope.

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It really depends on your goals. For me, lots of footwork drills, jumping rope and wind sprints are the best form of cardio I can do. Why? They're the best for tennis.

It sounds like you're wanting to lose weight, so you will need to also lift weights and eat right. Combining those three are the essential elements of weight loss. With that in mind, just do everything. Seriously. After doing any one of these suggested methods for 4-6 weeks, try another because your muscles will get used to those exercises. You'll get faster results that way. Trust me.

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If your goal is to burn calories, I would suggest a walking program on the treadmill. I have been doing this program since the start of the year and have dropped 10 pounds (including eating a healthy diet):
Minutes 0 to 10, incline 10.0, speed 3.5 mph
Minutes 10 to 20, incline 11.0, speed 3.4 mph
Minutes 20 to 30, incline 12.0, speed 3.3 mph
Minutes 30 to 40, incline 13.0, speed 3.2 mph
Minutes 40 to 50, incline 14.0, speed 3.1 mph
Minutes 50 to 60, incline 15.0, speed 3.0 mph

The great thing is that it is very low impact, so you can do it every day. If the incline/speed combo is too tough, you can adjust it based on your current condition. And also tweak it as needed. I've ramped up to 3.5mph for the whole 60 minutes, keeping the incline adjustments the same as above.

Good luck!

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You should read this:

http://www.menshealth.com/run/all-about-intervals.php

I like the workout detailed here, but I do it on a treadmill as opposed to a stationary bike.

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