You can get caught up thinking one exercise is better than another and commit yourself entirely to that one exercise. It's important to remember that a little bit of everything is the best way to exercise and will bring the most benefits. Cardio, such as running and skipping, strengthens the heart and increases oxygen capacity in the lungs. Strength, or resistance, training, involving weights, helps increase your metabolic weight and muscle bulk which will help you burn more fat and calories throughout the day when your body is at 'rest'. Research shows maintaining your flexibility can reduce injury more than stretching before and after training and pilates and yoga are great examples of flexibility exercises. They also increase core control but don't burn fat in the same way strength training and cardio do.