I agree with running. I cut about 40 pounds of fat in a little over a month in a half just running.
Diet also...eating right is important. Don't not eat...that is
counter productive. Gotta eat the right foods though. Swear off cake and ice cream and general junk and stuff for a while until you reach your goals...and even then only eat them as a rare treat.
To really get in shape though you have to mix a good cardio (like running, stairmaster, aerobics tapes, hell...Dance Dance Revolution still makes me sweat a lot if you are a gamer) with
weight lifting and a good diet. Read books, do research on it.