Aerobic exercise. An aerobic exercise program that works on cardiovascular conditioning [ key to metabolic changes from exercise] and expends a great deal of calories will be effective with weight loss. Walking or running are the simplest. Biking / elliptical machines also work well. Maintaining muscle mass with weights is also very helpful.
Cross country sking. Cross-country skiing is known as the highest intensity work-out. Otherwise, interval training burns a lot of calories. There are no easy ways to burn lots of calories so don't believe anyone that tells you otherwise and tries to sell you something. Dancing like zumba may be the funnest way to burn calories.