Like eating, I think you need some sort of structure working out. I wouldn't want you to go to the gym and not see results or see the results you want and get frustrated.
You can always go to whatever classes are offered and I know a lot of people enjoy gym classes. One thing I'd say is there is a lot of good routines out there though. Body For Life and The New Rules of Lifting for Women are 2 books I'd recommend. They include weight lifting and cardio routines.
Body for Life also has a decent website:
http://bodyforlife.com/
For cardio especially, I'd recommend looking at their HIIT routine:
http://bodyforlife.com/exercise/cardiotraining.asp
They also have their weight training routine on the site:
http://bodyforlife.com/exercise/weighttraining.asp
Although the website is abbreviated and the book has a lot more info.
Also, the Stumptuous website has ton of info for women who are just starting weight training and includes various routines:
http://www.stumptuous.com/category/starting