Interval Training Vs Steady State

Alwyn Cosgrove in a recent post discusses a study that compares 20 minutes of high intensity interval training (HIIT) and 40 minute sessions of steady state cardio. The total number of calories burned in each session was the same but after the 15 study the steady state cardio group had lost no fat while the HIIT group had lost 11.2% of their fat.

So which type of exercise do you use?