Ok, I am already pretty fit. I have exercise DVDs (which I do) and I run. My local gym is rubbish and overpriced, and I have a 3 hour commute 4 days a week, so would rarely get to it anyway. DH works away 4/5 nights a week so I can't regularly exercise outside the home.
I have Billy Blanks Bootcamp Workout, which was recommended to me by someone on here a couple of years ago, and I like that - it is HARDCORE
I am looking for some other recommendations for exercise DVDs that really push you, so you have that 'drenched with sweat with trembling limbs' sensation that you get after a hard circuit training session.
I have Nell McAndrews Maximum Impact and Ultimate Challenge, Ultimate Results, both of which I found ok, but not particularly punishing. Have just looked at some reviews for the Peak Energy one since you mentioned it, and it seems most people seem to think it is tough.
Ooh try Jillian Michaels 30 Day Shred. You'll need to order it from Amazon US and have a multi-region DVD player but it is the best I have come across for people who are already fit. She is mean, mean, mean and you will SWEAT. Love her.
Also if you have a garden (doesn't need to be big at all), I also have Jillian Michaels' book Making the Cut which is full of brilliant and very tough circuit training exercises, all of which can be done at home with very basic equipment (i.e. a wall, a swiss ball, one or two dumb bells and a 5-10 metre or so flat area.