A) Going to the gym. While this may work for some people, it is often better to work out alone. That way, if you push yourself hard, you won't get any weird looks because there will be nobody around to look at you.
B) Get a treadmill to use at home. I recently did this, and it has definitely paid off.
C) Buy a set of weights: five pounds, ten pounds, whatever works for you.
D) Get a Wii. This might seem a little strange, but it actually works. Programs like Just Dance and sport games (basketball, soccer, etc.) work the best because they get you moving. However, don't buy Wii Fit– it will tell you that you're fatter than you are, and the "exercises" on the program do virtually nothing to help you loose weight.
E) Don't use equipment. You can do crunches, sit-ups, push-ups, jumping jacks, cartwheels, jogging, jump rope, walking, jumping (yes, I said jumping) and running all in your back yard.
F) Biking. You can either get a stationary bike in your house, or ride an actual bicycle around your town.
Tell me if I missed any, I know I did. :)