Has anyone tried PodFitness?
www.podfitness.com
You need an iPod and iTunes. You choose a personal trainer and a workout to match your fitness levels. You then mix the workout with your own music tracks. It reduces the volume of the music while the trainer is speaking, then increases it again. It's fun! I've tried mainly the treadmill workouts. You'd think I could walk without instruction, right?

I was totally surprised by the increased workout I got when I followed the trainers prompts to increase speed or incline. They also have a variety of weight lifting, yoga, and many other workouts to choose from.
It's a monthly subscription, but you can cancel after your free trial if you don't want to keep it. Any workouts you download are yours forever, they don't expire.