I don't use videos, but if you are going to do pilates I think it's best to do at least 2 or 3 classes before doing at home. The core work and breathing really need to be shown and your technique checked before you can do it effectively, and if your gonna be spending the time and money on dvds and videos you want to ensure your getting your money's worth.
Your plan sounds great. Pilates is such a good form of exercise, I really enjoy it. Think about buying a fitball/exercise ball too, they are great for pilates style workouts.
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