I personally love intervals, I just do them on my elliptical and on the treadmill. I push myself really hard for the high intervals, and then the recovery period helps me rest up and prepare for the next bout of intensity. I pretty much only do intervals at the gym and on equipment, though I still do some walking, etc, on my own. The intervals tend to burn more fat because you keep spiking your heartrate and each time you spike it, your body needs to pull an extra amount of fat to get it back up. I have noticed more fat loss this way.
But I think ultimately, just moving at all and working those muscles is great!
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