I don't have a car either so walking is normal to me.
I also run, bike, swim and recently took up the gym. I find the gym boring though, I prefer the outdoors.
Completely agree with finding something you enjoy - also I find music motivates me running and the gym. Friends (or groups) are good motivation too.
As for faster weight loss, I think it's a balance of high and low intensity, look into HIIT there's a lot of research on that (not done it myself).
There's an exercise forum here too.
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