The gym is definitely a must alongside a healthy diet, even if you only burn say 200kcal in there, that takes your (example) 1500kcal a day and brings it down to 1300, even if you do it 3x a week, that's 600kcal, so around 2800kcal a month and that's a very easy workout.
I'm looking to lose 2 stone in around 3-4mths and the advice I was given was that diet would be the biggest change, which would yield results, but gym is an invaluable tool in losing more, quicker.