I'm constantly battling my weight and since I'm an old Hag, it does NOT want to shift easily! LOL What I've found really useful is the Wii Fit program. It will track your progress in weight AND fitness, and it's fun. I find it really useful for balance, core strength, and stamina. It REALLY provides a workout....and it keeps me moving instead of sitting on the couch watching TV in the evening.
Many years ago when I began riding, I was REALLY concerned about my weight and my trainer brushed aside my worries saying that there was a rider at the barn who had recently bought her first horse to celebrate getting DOWN to 300lbs. She bought a BIG, substantial horse and as far as I know she rode it into its mid to late 20s. She also dropped a lot of weight over the years!