People often ask me whether weight lifting or cardiovascular exercise is more effective for losing weight. My favorite answer is "both!" You're going to burn a lot more fat if you're strength training and pumping your heart on a regular basis.
But, for those of you who really must know, weight lifting will give you more fat-burning power for your efforts. Here's the long answer: cardio tends to burn more calories while you're doing it. That's why you tend to get hot and sweaty during your morning run. Cardio also has a fat-burning effect that lingers for 3-4 hours after you're done. Strength training, on the other hand, burns fat for 3-4 days! That's because when you weight lift, you cause microscopic damage to your muscles. The muscles spend the next few days repairing that damage- and using fat as the fuel to do so!
So, there you go. My opinion is still that you're best off doing both. You can only do so much strength training per week (once your muscles are damaged, your only choice is to let them heal,) so you can get that extra calorie burning with cardio. Besides, if you don't do your cardiovascular exercise, you'll have a weak heart. What good is a buff body with a weak heart?
One last tip: it's best not to do your cardio right before your weight lift. Your body needs energy and fuel in order to get a good strength training workout.
