To add to Stef's comments, you have to find something that you can at least tolerate or take your mind off the fact that you hate what you're doing.
There's walking (find a friend and go for a regular walk - yakking as you're walking makes the time go faster and it's not so boring), biking, skating, dancing, swimming, badminton, tennis, volleyball, jump rope and running.
If you don't like the gym, check out some classes at your local park district or YMCA. There's a wide variety of things offered - kickboxing, Pilates, swimming, golf (no carts allowed - you have to walk the course), strength training and weight lifting, tae-bo. You might have to pay a little more for a class as a non member but usually it's only 5 or 10 dollars and if you do it once a week it's still cheaper than a gym membership.
I got a mini trampoline for about $40 and tho I hate running, I find I can "jog" on that or just jump around and it's quite a workout.
I like music and I make my own tapes of lively stuff and pop it in the walkman while I'm doing my thing to distract me and make the time pass more quickly.
Finally if you really want to go the exercise video route - here's a website where real people rate fitness videos. This page will take you to the various categories of videos - from there you can check out different routines and different instructors.
Good luck - hope you find something that suits you!