If you're interested in videos, I highly reccomend
http://www.collagevideo.com/
You can select based on type of exercise (resistance, aerobic, combo, etc.), or by level of difficulty (beginner, intermmediate, advanced), and it will tell you whether the choreography is basic or intricate, or if you need extra equipment like a step or weights or a stability ball. PLUS, each video has a link to user comments that are usually pretty useful. I've been pleased with all the videos I've gotten from Collage.
If you don't want videos, putting on music and dancing around the house can be a lot of fun, burn a lot of calories, and be very... liberating.

Big machines like treadmills or ellipticals take up a lot of space and cost a lot of money, so you need to analyze your own situation to see if that would work for you.
If you're not looking for aerobic exercise, you can do a lot with resistance training even without weights. Squats, lunges, and pushups are basic strength-builders, and can be done anywhere and everywhere. (I do wall squats and wall pushaways because I'm not strong enough yet to do the regular ones. But every little bit helps.) If you do add some hand weights or resistance bands, you can do a lot more.