What is a better cardio?

Personally I push myself harder doing a video... My heart rate monitor shows more calories burned for me doing a video vs. a walk

Well, if the goal is to burn calories, get your heart rate up, and tone/strengthen muscles, then a Workout video is going to be the best option for the effort you put in. This is because while running/walking/biking does burn calories and increase your heart rate, it doesn't challenge your body after a certain point. It's the same repetitive motion over and over again, which allows your body burn to plateau.

Workout videos are designed to specifically avoid repetition, by challenging your body with new combinations of exercise every few minutes. This actually causes your heart rate to jump to a calorie-burning rate much quicker, and will keep it there as you change up which grouping of muscles you are working out. Work out videos also target muscles for the purpose of toning them and tapering the shape of the body in the process. You're more likely to see specific results from workout videos than from simply running or walking.

Also, if you live anywhere remotely like Texas, I think you'll appreciate that you can do workout videos year round inside - without the risk of heatstroke! And videos become available at such a steady rate, I doubt you'll get bored of trying out something new! The only downside is that it can get expensive (although, for my money, Netflix has some great videos!)