What's your favorite/effective exercise for weight loss?

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I currently jog/run, use the elliptical, jump rope, insanity dvd and a jillian michaels book for muscle training. I just do whatever workout I feel like doing each day. And tomorrow i'm getting a gym membership too so I can accompany my mom to some aerobics classes since she wants to try them out but she's too shy to go alone.

I'm trying to have a variety of exercises so that I don't get bored of the repetition... and so I thought i'd turn to you all for some ideas! : )

Thanks!