Well Fat is your body's storage. Any form of energy (food) you consume, but do not use is turned into it. Something important to note is that you dont loose fat cells (short of lyposuction). You just deplete them. The singularly best thing you can do to loose weight is to be more active. If the calories you use up are more than the calories you consume, your body will have to grab the needed fuel from somewhere (IE fat). Make sure you eat plenty of proteins (the lean meats stated above) because your body cant get these from fat. And I stess this majorly DONT CUT CARBS ALL TOGETHER. This is terrible for your body. In theroy (mind you its just theory) you can eat what you want as long as you are active enough to use up the calories it represents.

As for what to do. Aerobic and anaerobic cardiovascular workouts are the best, bar none, to deplete fat. This means getting your heart to a target rate (dependent on person to person basis) and keeping it there for an extended period of time. Aerobic would be like jogging, Anaerobic would be like swimming.

It is also important to note that "loosing" fat is not the only thing most people really want to do. When people think of getting in shape they also mean sculpting their body. As far as this goes, for a bulked look, use weights. Higher weights with fewer reps to "Grow" larger muscles. Smaller weight at more reps to define muscle.

All that previously stated info (that we have all heard a million times before) aside. If you want a toned but not large look then I suggest aerobics with light weights (and aerobics are not just for women). If the bulked up look, then A cardio workout followed by heavy weights (with heavy weights start small and work your way up. Gradually find your desired weight usages).

This is just some info from my experiences