I like resistance bands -- the kind with handles on each end. I got myself four different "weights", and they fit into a nice small box and they are inexpensive, but still deliver, for my "heaviest" one, over fifty pounds of resistance -- all the way down, for my lightest one, to 3-5 lbs. There is really no muscle group in the body that cannot be worked using them, and I can never use the excuse of "sick kid" or "too busy to get to the gym" because I can do some of the exercises sitting on my own couch.

One of my sets came with a DVD and I have looked up various other exercises on the net.
When I first brought them home, my husband laughed at me because we both used to be into free weights. Then, he tried out a couple of my heavier ones -- and he stopped laughing. Now he is a die-hard user too. Unlike weights, with the bands, as you do each rep, it gets harder and harder to push against the resistance. They work really, really well. Also, because there is no sudden taking on of the weight there is less impact on your tendons and ligaments -- the weight builds gradually through the rep as you stretch the band. You just have to make sure you keep your form controlled and do the exercises correctly.