Thanks for the replies. The running machines, rowers etc all show a calorie count on them, pretty depressing to see how far you have to run to burn a 100 calories! I do a 1 hour body attack class that I've been told burns approximately 500 calories if you really go for it but my god it hurts!
Agree with newbie. Most of the claims about calories burned for exercise, e.g. classes, are based on people who weigh i.r.o 11 stone /150lbs. If you weigh less than that, you may not burn that number of calories.
However, your personal physiology needs to be taken into account. Having recently started using a heart rate monitor, I was surprised to see in my high intensity class the other night that I burned more calories than another woman who was wearing a monitor. She must have been at least two stone heavier than me - and athletic looking not fat. She was taller and bigger all round, did the same class and burned fewer calories. Our instructor was quite surprised too.
The published numbers aren't much help IMO.
In answer to your question, sometimes I eat my exercise calories and sometimes I don't. <unhelpful>