I'm a fan of body weight exercises; no equipment needed (beyond things like a door or a table). I started with Mark Lauren's book [0], which has a set of 10 week programs and lots of exercises to choose from. I could probably plan my own program now, but it was good to have a start to learn exercises beyond the basic push ups and sit ups (although you can get along way with those), particularly (for me) lower body ones like squats and lunges.
[0] http://www.amazon.com/You-Are-Your-Own-Gym/dp/0345528581