You can lose weight by cutting calories consumed or by increasing exercise calories burned.
For best results, do both.
Use this Exercise Calories calculator to put together a super calorie burning workout plan. Choose an activity or combine several activities and know how many exercise calories you'll burn. Make sure you're getting the most out of your exercise time by choosing activities that burn the most calories.
Treadmills, stair climbers, and other equipment that calculate exerices calories burned are probably not accurate for you. The exercise calories you burn doing activities depends on your weight. The more you weigh, the more calories you burn doing the same activity at the same intensity level as someone who weighs less.
Most equipment seems to calculate exercise calories based on a 150 pound person. (Your equipment owner's manual might say.) Unless the equipment allows you to set your weight, it won't be accurate unless you happen to be the weight it's set for. Remember to reset your weight on the machine as you lose weight.
You can burn more calories than calculated here if you increase intensity and heart rate by moving faster or using more and larger muscle groups.