Proper diet is generally the first thing you think of when it comes to weight loss, and it's true: You can't shed pounds without eating right. 

That being said, a healthy diet works best when paired with exercise if you're trying to lose weight. So what type of exercise should you go with?

The best answer is, "The exercise you'll actually keep doing."

In order to be successful, you need to love whatever fitness plan you adopt. And that means more than a half-hearted effort once a week; experts recommend at least three weekly sessions to start and up to six sessions once you've established a routine

What's more, exercise is most effective when you give each session your full attention and effort—and that means no texting while lazily pedaling a stationary bike.

Here are five good fitness options if weight control is your goal.

1. Interval Training

Looking for a real payoff in terms of benefits for time spent exercising? Interval work, also called high-intensity interval training (HIIT), alternates short bursts of intense activity (enough to get your heart really pumping) with recovery periods. HIIT gives you a good calorie burn per workout, which can run between 10 and 30 minutes a session. Another advantage is that you can pick the intense activity—cycling, sprinting, what-have-you—and the "rest" activity, such as jogging, walking or slow cycling.

2. Running/Jogging/Walking

The difference between running and jogging is a matter of pace; running is anything over six miles an hour, while a good jogging pace is between four and six MPH. Try for 30 minutes four times a week; if hard surfaces bother your joints, see if running/jogging on grass or a school track helps. If you want to crank up your calorie burn, run hills or carry weights with you.

If even jogging seems too strenuous to start, walking is a convenient, easy way to exercise; its lower-impact nature means that it isn't as stressful on your joints. Again, start by walking 30 minutes a day four days a week, and work more steps into your daily activities by walking at work during lunch break and taking the stairs whenever you can.

3. Resistance Training

Hitting the weights not only strengthens and sculpts your muscles; it also increases your resting metabolic rate, or how many calories your body burns at rest. And while weight lifting is what most people think of when you say "resistance training," that effort can come from resistance bands—basically oversized rubber bands—or even your own body weight, which means that you don't necessarily have to buy expensive equipment or spring for a gym membership. Just remember that too much of a good thing can be a detriment; your body uses recovery days to actually build new muscle tissue. Aim for three sessions a week.

4. Swimming

If you want a full-body workout with minimal impact, hop in the pool. You can control the intensity with your choice of motion—less effort for a backstroke, more exertion for a breaststroke and a real calorie burn by using a butterfly stroke. Warm up by treading water for as long as you can stay afloat. Then rest two minutes and swim laps, 10 sets in a standard (Olympic-sized) pool with a minute between laps; increase the number of laps if you're in a smaller backyard pool.

5. Jump Rope

Want intense calorie burn on the cheap-and-easy plan? Then buy a jump rope! After a three-minute warmup, do full jumps (both feet off the floor simultaneously) before a cooldown period. Try starting with 10 to 15 jumps three times a week, increasing to 100 per session over time. Try jumping on a padded surface if your joints complain, and always wear properly fitted footwear.

Bonus: Yoga

Your average yoga class doesn't seem like a place to burn calories (unless you're into power or vinyasa yoga). But even gentler types still require a fair amount of effort, and the focus on dialing into your body's more subtle signals may be helpful in helping you discern when you're truly hungry (as opposed to bored or even dehydrated). What's more, many people turn to yoga for relief from stress, and stress has been associated with weight gain. Use yoga as a complement to one of the more active forms of exercise on this list in the form of a once-weekly class augmented by a home practice.