The first thing to do is watch what you're eating. If it's not going in you don't have to burn it off.
Be aware of how many calories you're actually burning when you exercise. I've seen some equipment give terrifyingly high estimates of how many calories a workout burned, and anyone using them as a basis for figuring what they might be able to have afterwards is likely to gain weight. I remember a friend of mine posted a workout where she'd cycled something like 8 miles with a calorie burn of over 1200. Given her size, pace and terrain the chances are she burned no more than 300. Had she thought she burned 1200 and enjoyed a reward containing 400 she'd have thought she was net 800 calories down when actually she would have been net 100 calories up.
As far as workout goes a lot will depend on what you have available. I like exercises I can do at home so I don't have to go to the gym - it's a hassle driving out there, getting changed and driving home and to be honest I don't care much for walking on a treadmill surrounded by other people walking on treadmills. I'd much rather take a walk locally, or do exercises using my own body weight rather than waiting to use lumps of iron.
Another thing to remember is that it didn't go on overnight and it won't come off overnight. You can lose weight really fast if you're prepared to take very drastic measures but those drastic measures are likely to be really bad for you and you probably won't keep the weight off. Small incremental lifestyle changes are often the best way - the weight might come off a little slower now but it's more likely to stay off and you won't struggle so much with gaining weight in the winter months when it's harder to get out and exercise.