First, and probably most obviously, there are workout DVDs. They come in all shapes and sizes! (Well, all DVD's are the same size of course, just work with me here.) You can get cardio routines in just about any format you want...step aerobics, kickboxing, dancing, etc. There's yoga, strength training in a million different forms, core routines, you get the picture. And the best part is, they're so cheap, you can get several different ones and never get bored!
Now for some at-home equipment, because any workout is better if you have a little equipment. first and foremost - resistance tubes. They're the bomb. They're super cheap and just one provides SO many uses. They usually come with some tips and instructions. For a little more powerful lift, light to medium hand weights are a must. You can get them almost anywhere. And when they're on sale at a sporting goods store, you can often get them at a dollar a pound. Finally, the last "must" is a stability ball. Again, inexpensive yet infinite usage.
If you want to expand your home gym a little bit more, or just expand gradually as you get the hang of it, some other ideas are Bosu balls, kettlebells, medicine balls, step benches, weight benches, and free weight bars. Some are more expensive than others, but keep in mind, these are one-time expenses unlike a monthly gym membership.
If you have an iPhone or iPod Touch, there are countless apps you can download, even for free, that give you multitudes of ideas for workouts and strength training exercises.
Run out of ideas and tired of your DVDs? Just Google "home workouts" and you'll find a plethora ("Plethora? Yes, plethora"...name that movie) of workouts you can do at home. And I also highly recommend subscribing to a health/fitness-related magazine. Many of them have great and information-packed websites too, that you don't have to pay to subscribe to. My personal favorite: Fitness Magazine!
So good luck and don't be scared to begin your journey! YOU CAN DO IT!!