I tried for a couple years and spent hundreds of dollars for a 12 month membership that I used less than 10 times.
Some people are gym bunnies; I am not. I tried working out at home and got bored doing the same thing everyday. Since I started walking and slowly progressed to running, I have found that I am most comfortable outside under the sun (or clouds, depending on the weather
In other words, before you spend heaps of money on memberships and gym equipment, try before you buy (if you like). See if your local gyms are offering a 4-week plan. It's coming up to Xmas, so they should be starting. For exercise at home, workout to hired DVDs or YouTube videos.