magua

You don't need to take a break every day, but you should take a break. So, say, 5 times a week sounds good. But more important than making sure you hit this number or that number is that you keep on it. You need a certain amount of willpoewr to keep going, but if you find that your routine's dragging on you too much, switch it up before you give up.

As for the "best" way to burn calories: the more you exert yourself, the more calories you burn -- you burn more calories by running for 30 minutes than by walking for 30 minutes, for instance. But, any vigorous exercise will do -- whatever you're likely to stick with.

However, you don't want to push your body too far -- you'll increase the rate at which you lose muscle along with your fat, and probably not be able to work out as long to boot. The rule of thumb I use is that you should be able to talk -- if you don't have enough breath that you can, you should slow it down a bit.

Finally, as to the protein shake: except for beginners, your body will burn muscle along with fat. It's unavoidable, so I wouldn't worry about it. However, keeping your protein level up will slow the burn rate somewhat -- if you don't get enough protein (around .8 g per lb of lean body mass) from your normal diet, then the shake is useful. If not, keep it or ditch it. It certainly won't hurt.