I have always found my favorite exercises to be things like yoga, pilates, walking, hula hooping...
For me each of these things goes beyond exercising for weight loss. Walking is calming in general and it's a nice break from the stresses of the day, even if it's in 5 degree weather.
Pilates and yoga make me feel so strong and connected to my body! Even when I can't do a pose in yoga I do what I can and I feel great after.
I have read that yoga and pilates are not particularly good for losing weight, at least compared to other exercises, but I find them to be my favorite forms and I'd rather eat a bit less calories and do some activity everday that I love instead of push myself to do things I hate. Pilates and yoga are also good for flexibility and muscle. I believe building muscle is crucial to dropping sizes and maintaining and helping with weight loss.
Hula hooping is better for weight loss but I require quite a lot of space to do it, since I like to do tricks instead of just waist hooping. The tricks are where it gets fun! But this means in winter I basically can't hula hoop. I have tried hooping outside but my winter jacket makes it hard to feel what the hoop is doing and I generally lose control of it.
I think the world of fitness is so large that I'm often afraid I'm doing the wrong thing. I just can't see myself in a gym, biking indoors or doing Zumba classes. When it's my exercise time I want it to be me, my body, my mind and my breath.
I have done Jilian Michaels Fast Fix Kickboxing and enjoyed it. It's very tough but only 20 minutes. I imagine cycling between yoga, pilates and that dvd should provide a good start for me, especially since yoga and pilates are progressive. I like to walk every day just to get some cardio.
One goal of mine is to be able to climb more than two flights of stairs without being completely winded. I hate how I feel in a public place after taking just one or two flights. My face is read and I'm breathing hard. It'd be different if it was 3, 4 or 5 flights but it's just one or two floors! And this goal is not even weight related, I just don't want to be so unfit at 21 years old!
Any advice? I consider myself generally knowledgable as far as nutrition, and I know a bit about cardio and strength training, but I just feel so lost when it comes to deciding what exercise is best.