Varied exercise and try to use as MANY muscles as possible.
Here are a few things...
1) when you eat many small meals low in fat and calories, your body does not see them as "low fat, low cal" so it gears up its metabolic machinery as if it was a regular meal. Eating several small meals will increase your satiety (decrease hunger) as well as passively burn some extra calories. Its not many, but every bit counts, right?
2) Muscles require ATP based on their size. More muscle requires more ATP even at rest. More ATP is made by burning sugar and then fat. Building your muscle will increase how much muscle and fat you use and thus your weight loss
3) By varying exercise you use more muscle groups. While running IS one of the best exercises, your muscles will adapt by selectively shrinking the muscles you use to run ESPECIALLY over long distances. Thus, you can run longer (using less ATP from smaller and more efficient muscle cells) but will really burn less. Vary the exercises and use many muscle groups. Add sprints to bulk your muscles as well as lower body weight training.
4) make sure whatever you do its FUN for you. if you hate what you do you wont stick with it.