What are the best exercises to burn fat? I'm going for slim not muscular.

Aerobic exercises. I would recommend consistent 4-5 times per week of aerobic exercises. The exercises should be done at a decent pace, but not so you can't last at least 20-30 minutes. The best type of exercises would be stationary bike, elliptical, treatmill or swimming.
Combination Training. The best way to burn fat is to do a combination of cardiovascular work outs such as running, elliptical machines, step or other aerobics classes combined with weight training several times weekly . If you do no want to build muscle bulk then i recommend less total weight but more repetitions. It also is beneficial to mix your work outs in type and intensity. Try intervals keep challenging yourself.