Yes, muscle weighs more, but eventually it takes more energy for your body to maintain it, so you burn more calories.
My old trainer wanted me to build more muscle in my legs, and do more leg based cardio work because it was the largest muscle system and so progress there would lead to more significant change over time.
I can't stand regular cardio (running, elliptical) but doing jumps (whole body jump onto a fixed bench about 10inches in height, then jump back down 15x twice in 1 circuit), jump rope, medium weight with 15+ reps per circuit, etc is fun and is considered cardio with weights.
Oh, another one I hate but love at the same time:
Take 10 weight balls (I used 8 and 10lbs) and throw them at one corner of the room (point B)
Then you start at the other end (point A)...and you run to pick up ball at point B and bring each ball over to point A!
It's fun. But I'm task oriented. I have to get all the balls to the right space.
I did that 3x then did "suicides."
I did lose a lot of weight, built strength but then...got stressed and stopped going and started eating more, etc, etc. Now I have a gut.
for shame.
I just did 20 push ups though. So, thanks for posting this!