Whats the best exercise to burn fat? What machines are good to use at the gym?

I recently joined a new gym, and they wont give me any help or advice until I pay for personally training which I'm not prepared to do.. So, I was wondering if anyone can help me. I know that cardio is good for burning fat, but what types of machines and what workouts are best for burning fat. Thanks .
Update: Thank you very much for all the lovely answers Im very greatful :D
I'm not picking a best answer cause they were all great :)
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