Primal experts seem to agree that the best spot for fat burn is 50%-60% of max heart rate. Yes, this feels absurdly easy. Mark himself only noted the effects when he started training people who were much less fit, forcing him to go at a pace he found excruciatingly slow. But he discovered that this slow pace, which gets you breathing a little heavier and feeling a little warm but doesn't interfere with conversation, is actually great for fat burn.
Higher heart rates have their place; when you're sprinting you want to go as hard as you can, but never for more than, say, several 60-second efforts, and doing that once a week or so seems plenty.
The pitfall for most people is thinking that if a little is good, more is better. That is the chronic cardio trap. I was in it myself for a long time, and I have to say that slow and easy is a lot more effective. I rarely let myself get out of breath when I exercise. But when I do push myself -- for example, on an obstacle course or a 10K race -- I have loads of energy to spare, far more than ever before.
And I never set foot in the gym anymore except to take a shower. Sunlight is your friend!