Answer 1) The one that you use while putting in the most effort for the longest amount of time!
Answer 2) As a rule of thumb, it’s a treadmill. You're supporting and moving your whole body against gravity with every stride.
Answer 3) Answer 2 will only go so far. There will come a point where putting maximum effort into an exercise will be harder on some machines than others - rowing for example. It’s harder to row a mile at full pace than it is to run a mile at full pace (probably). Rowing will also have additional benefits, if running might improve fitness and burn calories then rowing might improve fitness, strength and burn calories.
Multigyms, benches and free-weights should get an honourable mention here and that’s because the more lean muscle that you can build, the more calories you will burn when doing absolutely nothing at all... 24/7.