Here are some I use:
If you're on a first floor and have a hall or room clear enough that you can go from corner to corner, I run. I run across my livingroom, one corner to the other, in a figure 8 pattern with my music. Just like outside, except the carpet feels much better on the heels.
Find something to use as a step and step up and down while lifting bottles of water or canned foods as hand weights. Do some kicks or knee lifts, raise the bottles above your head, out to your side, whatever.
Have stairs? How many times can you run up and down them? You could even carry something while doing it for the weight. I do this wearing my leg weights.
And sometimes I just do a military march in place to my favorite show. With or without weights.
I have a lot of exercise videos, but a lot of cable companies offer a free fitness section on the pay per view movies listing.
The treadmill is good cardio, but you might get bored with the same thing all the time and want to try some other aerobic type exercise. And none of these cost anything. Also, you want some strength training to go with the cardio. You can fashion some small weights, as I mentioned, but if you can ever spring for more, it's worth doing. You can use the ball for some midsection toning. You can also do squats and lunges.