Personally, I find that running does help my weight loss way more than cycling. But then, I'm conditioned to cycling...running is harder for me. I think the benefit is doing something that is a challenge. Swimming makes me the hungriest of them all!

I also recommend a couch to 5K plan to get started. And if you are getting a stitch in your side, SLOW DOWN...you are going too fast (unless you are racing in which case, I think you just suck it up ).