In my opinion, all styles of training serve a purpose, but if your goal is to build muscle, I recommend strength training. You don't have to completely cut out cycling, Pilates, or barre — these can be used to cross-train — but you should primarily focus on lifting weights.
I recommend doing strength workouts that include compound exercises (multijoint movements like deadlifts, squats, and push-ups that work large groups of muscle). This is because compound exercises require more energy, and the more energy you use, the more fat and calories your body will burn.