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.