a broad question can only get a generic answer. While there are ‘best’ exercises, they may be different for every single person. Conventional wisdom has it that running, preferably in intervals, is a great way to expend a lot of calories in a rather short period of time. But if I look at myself to illustrate the point: I DO NOT LIKE running, not all running, mind you. Years ago, I used to play Squash and ran like a rabbit after that little ball.
To me, the best exercise is the one that does not feel like exercise. Exercise has become almost clinical. We have exercise ‘prescriptions’ with heart rate zones and all the rest of it. That works for some people, and I have given that advice to them. I much rather do things that are fun and play.
Let’s keep playing.