What types of workouts will make u lose weight fastest?

i wanna to lose wieght fast but im not sure what type of exersizes to do so help?? and also when i do workout i workout with excersize tv at home... is that an effective way to lose weight or should i just go to a gym. but the reason i dont want to go alone to thw gym is that im afraid that someone i know will be there and this has happened before but i cant go with my friend who i normally go with because she is becoming sort of anorexic and im afraid she will take it too far and something will happen to her so what should i do?? she is the only person i know who has a membership to the same gym as me.