I agree with everything md5sum says but there are a few thing's I'd add.
What the link points out is that, while aerobic exercise burns more calories during the exercise (and soon afterward), the anaerobic exercise continues to burn calories well after the exercise (up to 38 hours) because your body uses a lot of energy during recovery (reversing the residual affects of the anaerobic exercise).
It's important to know how to distinguish between aerobic/anaerobic exercise. Check out this heart rate chart.
Note: Image from the Wikimedia Commons and falls under CC-SA license
So, take this chart as a generic guideline, not fact. Your VO2 Max will increase as you get into better shape and you're probably better off than this chart states if you're in good shape.
What you're targeting is the Anaerobic zone. Anaerobic workouts are basically intense workouts that push your body beyond the ability to provide energy just through normal aerobic metabolism. I'm talking about lifting weights, sprinting, hard cardio, etc...
So, if you're just going for maximum calorie burning, it shouldn't really matter whether you do running alone or mix it up with other high intensity exercises (like push-ups) as long as you're pushing yourself up into that anaerobic zone.
I say this because running works out a lot more muscles (especially your core) than just your legs; and so do exercises like push-ups (triceps, shoulders, core, etc...).
If you're doing running, focus on short interval hard sprints. For push-ups and lifting weights, minimize the resting time between exercises (30-45 seconds instead of 3-5 minutes). Also, doing fewer repetitions at a higher intensity is better (like 3 sets of 5 at higher weight instead of 2 sets of 10 at lower weight).
It's not so much what you workout but how you do your workout.