Depends what you're looking for. I'd suggest checking out Collage Video online (or they have a printed catalog, too). They have an amazing selection of videos, they review them all, they're very specific about each one, and the site also includes user reviews.
If you're looking for basic cardio without too much dancey stuff, I'd start with either Leslie Sansone (Walk Away the Pounds) or George Foreman (Walk It Off With George). Very basic, not a lot of moves, always gives variations to make it more or less strenuous, and doesn't take a lot of room to do (if you can go a couple of steps in every direction, you're good).
If you want something that gets good results but will kick your butt if you're not in shape (or even if you are!), that Slim in 6 DVD set I have will do it.