I was never into videos before, and my mom gave me Jillian Michaels 30 Day Shred. I do it in addition to elliptical and hiking. It's done great things for my arms -- I have muscle definition and the floppy upper arm is much reduced. She also has good butt and thigh exercises. She uses hand weights, so you can start lighter and work your way up. Other than that it's minimal investment except for some floor padding if you don't have carpet.
You can also find exercise sets for different muscle groups on exercise.about.com. Like if you search for "Triceps" you get this:
10 exercises for Triceps I add some of these in now too.
The Jillian exercises are basically a similar idea except she groups them all together into 3 20 minute sets, alternating with things like jumping jacks for cardio. And it's a little more motivating at first learning it as a routine with a video. But sometimes when i don't feel like putting on my sports bra for the jumping jacks I just do the weights exercises; once you learn them you can just do them while you're watching a TV show.