When planning an exercise routine, you want to incorporate workouts from each of the three different elements - cardio (aerobic), strength training (anaerobic), and flexibility/stretching. Aerobic exercise builds cardiovascular capacity while anaerobic exercise builds and tones muscles. Flexibility exercises improve the range of motion of muscles and joints.
Aerobic exercises include things like running, walking, biking, swimming, dancing.
Anaerobic exercise involves weight lifting and interval training.
Flexibility examples are pilates, yoga, and t'ai chi.
This is what I use for my workouts:
Running
Stationary Bike
Belly Dance DVD
Kelly Coffey's Kickboxing DVD
Kelly Smith's Cardio Fatburner DVD
Anaerobic/Strength training
Jari Love's Get Ripped & Chiseled DVD
Jillian Michaels' No More Trouble Zones DVD
Biggest Loser Power Sculpt DVD
Flexibility
Yoga DVD
Budokon DVD
T'ai Chi DVD