My advice would be to do the exercise that you most enjoy that way you're more likely to stick with it.
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That's my philosophy too!
When it comes to exercise, the main thing is to do something you'll keep on doing. Exercise is different for everyone. Some people like pounding the treadmill; playing team sports; mountain climbing; aerobics; dancing... the possibilities are endless.

So long as you're exercising, it's all good - just do whatever you enjoy.
My favourite forms of exercise are swimming and walking. (I've lost nearly 2 stone before when my only exercise was walking! True, I put it all on again when I came to uni, but meh.)
With all the snow at the moment (especially here in the north of Scotland!) I've decided to stick with swimming for the moment, and replace walking with workout DVDs.
Some people may laugh, but I actually like Mr Motivator aerobics workouts.
My plan is to reward myself at a certain weight (assuming I've saved up enough money by then too!) with a crosstrainer. I turn 21 in February, so I've got to treat myself, right?
So yeah, I agree with Chelle - the best form of exercise is the one you'll stick with.
