For me, running is THE BEST followed closely by spinning. When I don't want too much impact I walk with 3 lb hand weights and alternate upper body exercises. Usually 25-30 reps of each move, 3 or 4 sets of moves for each muscle group. (delts, bis, pecs tris.) I try to incorporate moves that engage the back as well...
As far as DVDs, kickboxing with light (1-2lb) hand weights works wonders for me. I really enjoy step too, but I think it overworks my legs. I used to be a step instructor, so you can imagine what my legs look like now!