There are many types of cardio ranging from low intensity steady state (LISS) to High Intensity Interval Training (HIIT). Each type of cardio can be done using a variety of methods. If you have a heavier build, then you'll probably find that high intensity cardio such as running and jogging is not for you due to the stress it places on your hip, knee and ankle joints. If you have decided that high intensity cardio is the way to go, you'd be better suited to the stationary bike as cycling averts the stress on the joints.
In my opinion, a better alternative is power walking on a treadmill. I've found that if I set the treadmill with a slight incline, I can get my heart rate into the fat burning zone and maintain that for the duration of my session (usually between 30-60 minutes). Another cardio machine that I Highly recommend is the Stairmaster. This will really work the Hamstrings and Glutes, not to mention the Quadriceps. The only downfall with this piece of equipment is that it's not as common as the treadmill and stationary bike in most gyms.
Although I recommend the treadmill and Stairmaster, the cardio training that you enjoy most will be the best for you. You'll find that the time will pass much faster if you are doing a more enjoyable form of cardio. After all, the majority of people out there does not enjoy playing cardio. Just remember to stay focused on your goal at all times.