For me, it is definitely the gym. Well, my first choice is to run outside, but if I can't do that, THEN it's the gym.
I like that I have so many things to choose from -- treadmill, stairmill, a variety of ellipticals and steppers, regular bikes, recumbent bikes. All sorts of weights -- both machines and free weights. And tons of classes -- so far I've only done spinning and kickboxing but I plan on trying yoga and pilates soon. I have three kids and my husband works a lot, so I chose a gym with really good child care. (I know I am fortunate to be able to afford this).
Sometimes I come straight home to shower and sometimes I shower at the gym -- it helps that they have really a really nice locker room and provide shampoo, conditioner, hair dryers, towels, etc. This is the first gym I've ever showered at -- I don't think I ever even saw the locker rooms of the other gyms I've belonged to.
I occasionally work out at home -- 30 Day Shred or yoga on tivo -- but I have to do it either during my DS's nap or after the kids have gone to bed.
I have to admit -- I didn't think I'd like the gym so much when I joined. My main motivation was the child care.

My husband was deployed and I really needed a little time away from the kids, so I joined the gym knowing I would get a little break and lose the baby weight (this was last year when my DS was 4 months old). Now I really like going and am so grateful I gave it a chance!