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What about running and losing weight?
To my knowledge, there are no studies to show that runners lose more weight than individuals who do other types of exercise. However, running certainly does burn lots of calories, and if you're running regularly, you might decide not to eat as much figuring why do it if you're putting all that energy into running. But even if you ran a marathon every day, you wouldn't lose weight unless you consumed fewer calories than you burned. The bottom line to losing weight is burning more calories than you consume, no matter how much exercise you do.
What about running vs. walking for weight loss?
According to the laws of physics, you should burn the same number of calories whether you walk or run the same distance. However, there is recent research to show that running one mile burns approximately 30% more calories than walking one mile, and it's true whether you run outdoors or on a treadmill. The research is mixed, and so it's hard to know for sure if you'll burn more calories running than walking. My take on it is that it doesn't matter whether you walk or run during weight-loss efforts because you'll lose weight as long as you reduce your calories enough to burn more than you are consuming, no matter how much, or what type of exercise you do. What is important is that you maintain some type of exercise once you reach your goal weight, because it's generally accepted that exercise is the single best predictor of keeping your weight off. Whether you walk or run won't matter. The key is to do something.
What about running outdoors vs. a treadmill?
You'll get equally fit running on a treadmill or outdoors. In fact, many distance-running athletes use the treadmill to save their legs from the pounding of roadwork. But there is a slight difference in energy expenditure (calories burned) between the two; outdoor running burns slightly more calories than treadmill running at the same speed due to lack of air resistance on the treadmill. Researchers studying this phenomenon found that setting the treadmill at 1% elevation equals things out. I advise all of my clients to set the treadmill at 1% so that treadmill walking or running mimics outdoor exercise.