The fat burning zone is defined as the time when your body is using fat as its main fuel source.  So why wouldn’t you always want to be in this fat burning zone?  The fact of the matter is that in actuality when you are at complete rest, you are in the fat burning zone.

Johnny Bowden, in his article for bodybuilding.com explains it best:
One of the biggest misunderstanding and “myth conceptions” in the field of exercise and weight loss has been around the area of fat burning.

The misconceptions come from a basic confusion between percentages and absolute amounts.  See, at rest, the body is always burning a mix of fuels.  All other things being equal, it doesn’t like to burn protein, so that leaves fats and carbohydrates.  At rest the average person burns about 70 percent fat and 30 percent carbohydrates.  As one moves from rest to activity, the percentage of fuel coming from fat decreases and the percentage coming from carbohydrates increases.  The more intense the exercise, the more carbohydrates and the less fat in the mix, until you reach the point called the anaerobic threshold where you’re going at about your intensity limit.  At that point 99% of your fuel is pure carbohydrate and 1% or less is coming from fat.

The fat burning zone is based on the idea that you need to exercise at lower intensities in order to burn fat but they don’t understand that the bottom line to weight loss is to burn more calories then you consume.  You can’t do that at rest.

Moderate to High Intensity Training is better than Low Intensity Training
Although you burn a greater percentage of calories from fat at lower intensities, moderate to high intensity training is optimal because the most important issue for fat loss is not the ratio of fat to carbohydrate burned, but the total number of calories burned and moderate to high intensity aerobic exercise burns more calories.

Even when you are in great aerobic shape, you still want to alternate low to moderate intensity days with high intensity days.  This is important for a few reasons.  You want to stay balanced:

o  To avoid over-training.
o  To avoid injury.
o  To avoid adaptation; conditioning your body to adapt to the demands you are making on it.