I did all sorts of things, even at my highest weight, so I would suggest just trying things out until you find something that fits. I'm the opposite of you - I HATE workout DVD's because I find them so boring. I much prefer the stationary bike while watching a good TV show or being outside around nature with my mp3 player.
That being said, I'm a fan of Jillian Michael's kettlebell DVD (Shred it, I think?), Zumba (I look absolutely idiotic doing it but it goes quickly) and any of the Pilates/abs videos on ExerciseTV On Demand.
"If you don't even believe in the possibility of magic, you will never, ever find it" - Rick Castle
"We are what we repeatedly do. Excellence then, is not an act, but a habit." - Aristotle