I would recommend a pilates video because the results are immediate (well, within 2 weeks), and you'll get a huge boost in your self-esteem. I use The Method, but many here love Windsor Pilates. Then you could add aerobics. I know some people like Walk off the Pounds as an easy starter.
I have loved "The Firm" because it guarentees results in 10 work outs or less and I have recorded results in that amount of time so I know it to be true. THere is also a support thread on here for people who do them. You can start out without weights if you haven't worked out in a while. They can be difficult, so don't beat yoruself up if you dont' do the whole thing without stopping or even in one day. Just know that even a little is better than none, and in a year from now, you'll be kicking butt!! Good luck!!
Well, have you done exercise videos before? Do you have a lot of space to move around, or are you in cramped quarters? Are you coordinated or not so much? Are your knees and ankles able to withstand the stress of things like stepping on and off platforms?
I do Walk Away the Pounds. I like it because it requires very little space and very little coordination. I like that I can do anywhere from 1-4 miles at a time.
I don't like the Firm. I find it too complicated for my clumsy self. I wish I could do it, but it is too dancy for me.
I have a hard time with Pilates as well. To me it seems like you already need to be in shape to do it. I felt very awkward trying to do it, and was unable to do basic moves because my abs were so weak.
Denise Austin gets on my nerves. If I could mute her and still follow along, I'd like it.
If you are very overweight, I would choose something low-impact to minimize the damage to your joints. When you shed some poundage you could move up to jogging, running, step, etc.
If you want to join a gym, try the elliptical machines. No stress on knees or ankles and lots of calories burned. I loved it. I miss those!
I like the walk away the pounds videos. I found that when I did the 2 mile walk the time flew by. Its not especially hard but you do feel like you did something. Like Elphaba I found that I don't need to be a life long dancer or have a large amount of space to do the WATP. Also I like that its not a lot of jumping around.
The hardest part of a workout is getting started or just putting in the video. For a beginner starting a video workout, go as far as you feel comfortable and stop(don't forget to cool down). It may be only the first five or ten minutes. The next time try to do a little bit more, and so on. Just don't start out too hard and get burnt out. It is best to start slow and build on your new strength.
Personally, I love Tai Bo and Denise Austin. They are upbeat and keep you moving for a short, but intense workout. They both have workouts designed for beginners. Kathy Smith also has some great beginner workouts--especially some of the older ones. I don't care for the Firm either, seems complicated. Once you are comfortable with an aerobic workout and hit a plateu, add weights for an extra fat-burning punch.