Muscle tissue burns most calories!
Until now you might have thought that muscles are only there to give us additional power, a better look and a general nice shape of the body. This is true but you are missing a very important factor about our muscles. The muscle tissue is the human tissue that burns the highest number of calories. With other words, people with trained muscles have an obvious advantage on keeping their weight balance. An obvious conclusion would be: Build muscles if you want to burn more calories!
Muscles are an important factor for changing/maintaining your weight balance. I mean, individuals that are already fat are not helped by their body to burn as many calories as they would like. This is why it is quite hard to lose weight when you are a big number of kilograms overweight.
On the other side, people with nice grown muscles and an athletic body are not exposed to additional kilograms and it will take a significant effort and change in their lifestyle in order to see them gaining significant weight. Their body is already trained to burn calories at higher levels.
I recommend you two types of training routines. You should combine the fitness sessions that usually concentrate on building up muscles with sports that improve your stamina.
This way you will burn calories and fats with sports like running (jogging), swimming and bicycle riding, while exercises with weights in the fitness gym will improve your muscle tone.
Even alert walks or some stretching exercises done at home in front of the TV help with losing weight. Good luck!