I think it depends what you mean by healthier. People always say
cycling is excellent for burning calories but at the local gym the
readouts on the machines say that cycling burns the least calories per
hour! (Rowing ~ 700 cal/hr, running ~ 800 cal/hr?, cycling ~ 300
cal/hr).

Tho you can cycle for longer than you can run. As for burning the most
calories, it's gotta be setting yourself on fire.