Well I have purchased quite a few tapes, and haven't been pleased with too many of them. Personally, I find the taebo tapes the only ones I can use consistently and not get tired with them. I have the Taebo live 4 pack of tapes, but they have come out with a bunch more since I purchased those. So, you might want to look at the numerous new ones he put out. The new 2004 Taebo tapes look fantastic, but I think I might wait to buy them on DVDs to use in the UK. My roomie from last year just bought the Firm set of DVDs and loves those.
Pilates is also a lot of fun, and you don't really need any equipment. I tend to favor tapes that are upbeat, easy to use, and fun. I can't stand tapes that make me dread working out. Also, I tend to stay away from tapes that require you to buy extra equipment...especially when you have to buy equipment made by the same company that produced the tapes...seems like a rip off to me.
Like I said, my friend loves The Firm tapes, but you have to buy steps and stretchy bands...not my kind of tape. Oh, just so you know I tend to refer to the workouts as tapes, but you can get most of them on DVD as well...in fact my Pilates are on DVD. I just am too cheap and broke to go out and replace my Taebo tapes with DVDs at the moment. (I know, I know...I'm so far behind...hehehe).
I would recommend also getting workouts that let you grow with them. The Taebo ones for instance came in a set with an instructional tape, beginners tape, advanced level tape, and then a short 8 minute one for on the days you have less time with. The two Pilates DVDs I have have multiple workouts of differing levels of ability and lengths of time. Get one that fits your needs, but get one that will last you a while. I have so many beginners tapes sitting at my parents house that I can no longer use because they became too easy to do very soon after I started using them.
Ok, a really lengthy answer...sorry!