IWillLose has a great point about lifting weights.

In general the consensus right now is that prolonged low intensity exercise is more for calorie burning while you are actually doing it. However, high intensity activity will stimulate calorie burning for hours after the exercise stops. This gets into issues of what type of nutrients are burned, but right now that's not as important as just making sure you keep going. You should definitely listen to your body and see if high intensity is for you. If it is not, then just keep at it with sustained moderate intensity exercise.

if you would like for me to go into detail about what types of calories are expended just let me know.