You don’t have to choose. And the best thing you can do is not chosen at all. Although each type of work out makes massive improvements to one’s health, sticking to just High-Intensity Interval Training, or just Cardio, or just Weight Training is the least effective (and most dangerous) choice in keeping your fitness goals well-rounded.
Each specialisation serves its own purpose. HIIT is a series of sprints, rests and repeats which is good for burning fat, building muscle, and improving metabolism. Cardio is the aerobic form of exercise, with a sustained steady state, think running, swimming, biking, etc. These activities are great for your heart as well as weight loss. Weight training uses resistance to promote strength which builds muscles to burn fat, as well as increasing strength in joints and connective tissues, making you less prone to injury.