I LOVE the 30 Day Shred. It's not the easiest in the world but if you're looking for something more intense it's a great place to start. I especially love it because it has different levels and even within the levels there are different ways to do each exercise so you can modify it to your level. It's really a great place to start!!! Also you can just increase the hand weights if they start getting to easy.
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