I hope I don't get boo'd off this thread but before I joined the Y, I bought those video tapes called 'The Firm'. It combines weight lifting with cardio. After the first time (and second and third) of using that tape, I couldn't walk after having done all the squats & lunges in that tape.
I used to call the tape- ' Painful Hardbodies'.
I think it's a great alternative to a gym membership. You can select whatever weights that give you the 'burn'.