I read this article a while ago, and I think it is a great one to share. It's kinda long, and has a LOT of information in it, but the main point is that for fat loss there is nothing better than weight training.
Here's the article:
http://www.t-nation.com/free_online_article/sports_body_training_performance/the_hierarchy_of_fat_lossand the general breakdown of which types of exercise contribute most to fat loss:
1. Metabolic Resistance Training (lifting HEAVY weights w/ compound exercises)
2. High Intensity Anaerobic Interval Training (the HIIT I always talk about, but hardcore)
3. High Intensity Aerobic Interval Training (not as hardcore, but still good)
4. Steady State High Intensity Aerobic Training
5. Steady Stage Low Intensity Aerobic Training
Make sure you check out the part near the bottom on Putting It All Together.

We'll just not tell H about this little fact, m'kay?
