Usually, when you sleep your body burns about 60 calories, when you are awake, the amount burned goes to about 80 calories. Just for doing nothing, just because the body needs heat, to keep the temperature at 37 degrees celsius. When you walk, for example, you burn 120-150 calories, that means that your muscles are burning only 40-70 calories, the rest are for sitting down.
If the exercise you do is more complex, more calories you lose. The most intense activity should burn the most number of calories. But an intense exercise means that you can't do it all the time, so the breaks doesn't count. Let's take sprints example, it is very very intense but how long you can sprint ? 10 seconds, and then 2 minutes break ?
People researched this and found out that the best calorie burning exercise should use many muscles in the same time and to be at an intensity level that can be sustained for about 30-60 min. Few decades ago they invented the aerobic training: while the legs are used to jump the hands are shaking in the air. To prevent getting tired, the exercise is changed every few minutes, so other muscles will take the action.
They also reveled that the best environment to burn weight is when the heart beat is between 100 and 140 beats per minute, this is exactly where the aerobic training stands. For sprint, it should go over 180 and sometimes reach over 200.
The running is an alternative to aerobic, the pulse is all right, you can keep it for hours, but when running the same muscles are used all the time which can be a pain sometimes.