There is certainly no shortage of calorie burning activities available to you; elliptical machines, treadmills, stair climbers, jumping rope, running, circuit training, weight lifting, aerobics classes, rowing, swimming, team sports, manual labor, etc. Many of these choices will burn a substantial amount of calories, but if I told you that landscaping burned the most calories, would you really mow every lawn on your block 3 times a week?
The key to long-term weight loss is through consistency, and to be consistent, you have to enjoy (or at least tolerate) what you're doing. The best advice I can give is to choose a form of cardio that you enjoy, and that you will continue to do. Weight loss does not happen overnight, and choosing the most difficult exercise may not necessarily be the best for choice for motivation and morale in the long run.
The key to long-term success is to enjoy what you're doing, continuing to do it, and seeing the results of your efforts. Visible results are what keeps you coming back for more. Remember, the amount of calories you burn performing an activity is dependent on the duration of the exercise and your level of intensity. Experiment with different forms of cardio until you find something you like.