Which is better to lose weight?

I'd suggest Pilates. I occasionally do pilates with a DVD thingy and it's quite a muscular workout. If you choose pilates, though, you may want to also do about thirty minutes to an hour of cardio every day because pilates usually provides a very limited amount of that. Also allow your muscles to recover by resting one day between workouts, and DEFINITELY stretch and/or walk after to help lessen lactic acid buildup that, from personal experience, can be quite debilitating. Make sure you have plenty of water with you during your workout, too.