Running? 
I refuse to wear shorts and proper jogging stuff! Out here, the cops see you running and not looking like a jogger...BAM BAM! Dogs chasing you, dodging cars, getting buttraped in the park...PASS. NYC jogging is for the birds.
I like HIIT type programs. I also like functional strength training with my cardio, if possible. When I was in New England, I used to do a MMA (pre-TAPOUT, UFC, and all that toughguy BS) workout called PTA (Pain, Torture, Agony). That was the best thing ever. Even making it halfway through, you felt like a champ. Since then, I've sought a video that could capture that intensity/insanity.
