I have windsor pilates which is a good workout, but a lot of the moves are still difficult for me because I think it's more of a "toning" thing than weight loss. They expect people to be at least somewhat thin already. (I'm 185)
Yesterday I bought another one called "Pilates conditioning for weight loss" it is the deluxe dvd edition which has 3 Workout levels and includes a section of "beginner modifications." I have only done it once so far (about to do it for a second time now!) and it was a lot easier to follow. Another thing I liked about it is that there isn't a lot of rambling/chatter going on. After the first few minutes it's strictly narrating exercises. Of course, that's a personal preference.
I just get annoyed when I'm trying to get a workout but they wont stop talking!
So far I really enjoy pilates, but I am combining it with aerobic exercise as well because I don't feel like I'm sweating enough to call it a real workout, although it does leave you sore!