
If I had to choose between cardio and weights, I'd go with the weights every time. Studies have shown that an challenging weight workout done circuit training style (one exercise right after the other with minimal rest) will burn MORE calories than an equivalent amount of cardio, keep your metabolism elevated for hours after the workout, and - like Mel posted - build muscle to raise your metabolism. All good things for weight loss.
Fortunately, we don't have to choose between cardio and weights.

Both are an important part of any exercise program, as are flexibility, balance, and core strength training. It sounds like you're doing a ton of cardio already, so perhaps some more weight training (you said that you're doing some already) would really kick the fat-burning into high gear?
How many days per week are you lifting? Are you working out all your muscle groups? How many reps per set typically? Do you lift to failure? All these are variables that you might want to look at in order to increase the intensity of your workouts.