If you are taking about fat weight then the best way I lost weight was by going to the beach. I started biking to provincial parks with beaches. Besides the biking I also hiked and did some swimming when it was warm enough. Basically I went to the beach once a week and lost fat.
At first I lost weight because my fat weight decreased more than my muscle weight increased. However I ended up gaining weight. My fat weight decreased because I got rid of most of it but my muscle weight increased. So I was slimmer but 25 pounds heavier. The extra muscle made it much easier to keep the fat off.
Going to the beach once a week increased my appetite. I needed to eat more food, not less. I did lose 25 pounds at the end of last summer. It was easy because I just stopped biking to the beach and my appetite decreased. However I as I lost weight I became fatter.