HI twinkletoes, I think it depends on what you find fun!
Dancing - whether dance lessons or closing the curtains and going wild in the lounge - is a great calorie burner. I tend to dance to release stress at home, music on, door firmly shut, and I quite often add light wrist and ankle weights to it just to make sure I'm working those muscles.
Martial arts really is fun, and it isn't just people thumping each other. Find a good club which teaches self-defence as a large part of your training and you'll learn a skill which could save your life at the same time as getting a complete physical and mental workout.
Swimming, cycling, walking/running the dog are all good and fairly inexpensive once you have swim membership/a bike/a dog!
I've never tried it, but zumba is supposed to be excellent.
Hope these help.