The best way to burn fat, in my experience, is to lift weights.  As my muscle mass went up, my body also got leaner.  I train 3x a week, using only strength training movements such as squats, deadlifts, rows, farmers walks.... and a lot of random things like pulling sleads with heavy stuff on them.  I'll fill up buckets with water and carry them. I prefer to train very simple:  Pickup heavy stuff correctly.  The health magazines are absolute garbage, but there are a few books I'd recommend if you become interested.
For a bit I wanted to become a powerlifter, and I started 'bulking' (eating in excess of 5,000 calories a day, highly protein based).  It is accepted that you gain some fat with the muscle mass, and I did, but when I stopped building, my weight dropped even more plus I had added muscle.  Reverse diet, huh?
I do basically no 'machine' cardio.  That's mind numbing, and a waste of your life.  Exercise washing and waxing your car, rewiring your stereo, doing housework, something productive where you can break a sweat that you can find some enjoyment or therapy in.  Being healthy is as much of a metal thing as anything else.
Diet is very important also, but I have never been a perfect eater, even at my greatest.  Mostly I nixed the obvious junk, like french fries and sweets.  Initially this might seem hard, but pretty quickly I lost my taste for those things and they just became sort of 'gross.'   The one thing you have to really slow down on is alcohol, it is extremely fattening.