I've been training seriously for rock climbing for several years now (I've been a climber for a long time, as well as an endurance athlete--runner, cyclist), and the conventional wisdom being applied from other domains (general strength training, weight lifting) is that if you want to get strong (not necessarily bulk up, but just increase your strength), you never work to the point of feeling completely knackered. It's totally counter-productive. That said, picking up heavy stuff requires a lot of effort, but it taxes your central nervous system, and that's a whole different thing than feeling wasted after a run.
The advice I hear from coaches about losing weight generally has three parts:
1) Watch your diet
2) Get out and walk 30-60 minutes each day
3) Start doing some form of strength training, or interval training, as those burn fat and build muscle better than just running.
I started climbing, and consider it the most practical exercise:
It's less boring than regular gyms, so requires less will power - climbs are actually puzzles, hence there is an intellectual effort in technique. It also helps gauge progress wrt difficulty levels.
It also requires less willpower to push yourself, due to the innate fear of falling.
It strengthens the chest and arms, which is what most men want, cosmetically.
It's strengthens the arms and hands, so (IMHO) is more practical day-to-day, since I think humans use their hands a lot more, ever since the advent of tools.
It doesn't take too much time - you very quickly run out of strength, so there is not as much second-guessing yourself wrt how long you can continue.
It's a community sport. It's best to take rests, during which time you can watch others climb, and compete for progress.
The advice I hear from coaches about losing weight generally has three parts:
1) Watch your diet
2) Get out and walk 30-60 minutes each day
3) Start doing some form of strength training, or interval training, as those burn fat and build muscle better than just running.