I just purchased a two dvd set called "Serpentine". It's put out by Rachel Brice, and most reviews on amazon really praise it. I found it on ebay for just under $20, but haven't gotten it yet, so I can't tell you anything about it. Other than that I have two Veena and Neena Dvds: "Bellydance Fitness for Beginners - Arms, Abs, Hips, Buns & Thighs" and "Bellydance Fitness for Beginners - Basic Moves & Fat Burning" which are good, because they go very slow. I also have one by Rainia (can't remember the title-sorry) but the camera moves away from her feet a lot when you are doing an exercise, and I find it frustrating.
If you're more interested in learning Bellydance than just doing a dance workout, I'd suggest the Dvd Jenna's "Bellydance Basics and Beyond: Technique for a Solid Foundation".
Oh, and if you have Direct TV there's a channel called fit-tv that has a bellydancing show called "Shimmy." Most of the moves on there are for people who are more advanced, though. I have a hard time following some of them.
And there's always Netflix. They have a good selection.