I go to Taekwondo school 4-5 times a week. I started to do that because it helps me with skydiving - flexibility, good reaction and body awareness. Practice "forms" helps a lot - it develops habit to think about hands position, legs position etc. Now I like Taekwondo itself - it's fun. I was running on the beach 3-4 times a week and working out after that before, but I found it boring. To do something just for sweating - not worth to spend time for.
I still need to lose 20-30 pounds - but I am in very good shape for my age and weight - very slick, flexible and energetic.