A Duke University Medical Center report on the various factors that affect weight loss points to vigorous, sustained exercise as a key factor.

Estimates for the benefits of milder forms of exercise, such as a one-mile walk burning 100 calories, are imprecise at best, and often do not take into account factors that reduce their actual effectiveness.

Machines such as treadmills, for example, overestimate the calories burned by 10-15 percent.

However, weight-bearing, gravity-fighting exercises like skiing, dancing, skating, running, and stair-climbing burn more calories, in the same period of time, than gentler water-based exercises or cycling, although some make up for this by swimming or cycling for long periods.

How skillfully you perform your personal exercise regimen affects calorie burn too. Poor technique may make you work harder and expend more calories, but you'll quit faster and may hurt yourself along the way.

Vigorous, sustained exercise does more good, not only for kids, but adults as well. And considering all the good exercise can do -- beating diabetes and Alzheimer's for starters -- you'll want to get it right the first time. There is even compelling evidence that suggests exercise makes you smarter.
"High-intensity interval training is twice as effective as normal exercise," said Jan Helgerud, an exercise expert at the Norwegian University of Science and Technology. "This is like finding a new pill that works twice as well ... we should immediately throw out the old way of exercising."

There are three important variables to consider when you exercise:

Length of time

Frequency

Intensity

Most people don't exercise at the appropriate intensity and as a result aren't able to obtain the benefits. When you use the right dose you will receive absolutely amazing results, but if you under or overdose you will either not achieve the results you seek or suffer from unnecessary side effects.

Intense interval training means working very hard for a few minutes, with rest periods between sets. Experts have mostly tested people running or biking, but other sports like rowing or swimming should also work. Helgerud recommends people try four sessions lasting four minutes each, with three minutes of recovery time in between. Unless you're an elite athlete, it shouldn't be an all-out effort.

"You should be a little out of breath, but you shouldn't have the obvious feeling of exhaustion," Helgerud said.

The bottom line is that one of the best investments you could ever make in your health is your commitment to a regular exercise program that you can do the rest of your life. This is because exercise is not like money. You simply cannot bank it. Even if you were a world-class athlete, in about two weeks of non-exercise you would start to experience de-conditioning.