I live in France and don't do any classes, as they are pretty expensive and generally not as intense as classes in the UK so I end up disappointed. I like to try to exercise every day during the week - I work from home so can generally find time to fit something in.
I exercise to videos/DVDs but might consider running, which I've always been crap at, using the couch to 5k podcasts I've heard so much about.
I love the Davina 30 minute workouts, especially the boxing one. I can't wait for my recently ordered Davina Fit and Body Buff to arrive.
I also have some dance DVDs - Tracy Shaw's Salsacise For Hips And Thighs and Dance It Off With Vicky Binns which are good fun, as well as Kate's Cardio Combat which is a tough workout.
I have one French step video which is OK if a little complicated, as well as some 1990 step videos featuring Cher, Kelly Roberts and Darryll Preston (well cheesy, but a great work-out).
Currently looking for recommendations for a Zumba DVD.