Training follows a certain paradox: Gains in fitness are made by resting well!
Nowadays there is a trend towards fitness type institutions, where a short, basic circuit is used. This type of gym is great; the exercises done in these circuits raise basal metabolic rate, thus reducing weight and giving an all round benefit to general health.
However, they ignore fitness. Fitness is the ability to carry out a particular activity and has nothing to do with healthy.
Better than being Fit and unhealthy or Healthy but unfit is a balance. Being healthy and Fit
Gains in fitness are hard to come by. You have to train at a high intensity 85% of your maximum (aerobic capacity). This is something often ignored or purposefully over looked by people becuase it is hard to go at 85% of your maximum.
You might be wondering where 85% of your maximum lies: One way of aproximating this is 220 minus age divided by a hundred times 85. Eg For me this would be 220-26= 196/100= 1.96X85=166 which is actually very close to my aerobic threshold.
Another way is detecting "ventilatory threshold" which is usually slightly higher than your 85% and distinguished by your breathing suddenly becoming deeper and more rapid as the body tries to expel excess carbon dioxide.
Or you can do a ramp test like the Conconi Test or a variety of others.
Gaining full fitness will take about 10 weeks and longer for someone over weight. It is recomended that an over weight person loose up to 0.5kg a week in sustainable fashion through slightly restricting caloric intake and augmenting activity: Gentle walking, swimming or cycling are ideal
But on a positive note these hard fought gains in fitness are very easy to maintain. A good 30minutes hard workout (After a good warm up and gentle stretching) should be enough to maintain fitness at a very high level.
It's important to note diet remains important. Avoid over eating. A varied diet is important. You should have no need to use any supplement (multivitmains, protein shakes, etc) if you eat a balanced and varied diet.