I think a cross trainer prob best for all round exercise, but I'd actually go for the treadmill. It burns calories far quicker than anything else, and is easier to get into. You can read a mag while on a treadmill, so it's less boring than a cross trainer. I suppose if you used weights or something, you could give your arms a workout at the same time too.
Cheaper cross trainers tend to be really uncomfortable to use too, I had one and it didn't feel like it was big enough to really work properly. I love the ones at the gym but I can only do about 20 mins on one of those, whereas can easily spend an hour on a treadmill, so I burn most of my calories on the treadmill.
Def not bike or rower. A bike isn't going to help your bum much, and there is only so long you can spend on a rower.