Best type of excercise. Peoples belief!

I have recently visited a doctor and that person told me only men are supposed to be in gym and women are supposed to be in parks. Since they are made that way. And training like strength trainings and weight trainings is not good for weight loss because it does not reduce any fat in your body. As per my research excercises are only of two kinds one aerobic and another anaerobic. While aerobic excercise increases body endurance and burns carbs, fat and protein in the sequence. Anaerobic excercise burns carbs and fats and since after intense anaerobic workouts body needs more oxygen for repairing it burns some extra calories which is called after burns, burning fat in the body for 48 hours after the workouts. My question to all the doctors here is what kind of excercise is best. One based on peoples belief regarding age old myths or the one which science supports. Long walks in park without proper stretching and strengthening of joint muscles or weight trainings.