Watch a movie or TV while you work out. Honestly, that's the only way I can workout for any extended period of time. I invested in a stationary bike and treadmill so that I can get my mind off working out while I'm working out. Earlier today I ran four miles and did 15 minutes of strength training while watching Pirates of the Caribbean on TV. If I didn't have something to watch, I would work out for maybe 10-15 minutes and then get bored. Today I did an hour. Maybe it'll work for you too!
I have fun dancing so I use Dance Central on Xbox Kinect or Just Dance on the Wii. I've tried Zumba once and the music and style is different but it was a much better work out targeting more problem areas.
There are several rhythm/dance workouts on youtube. the ones i've tried are called bodyjam. Which there are a few different ones, about 20 minutes each. there's also Core Rhythms, which is your Zumba type dance. And they have the FULL workout (38 minutes) right on youtube....For free! I have a laptop so i can put it on a shelf on my entertainment center in the living room and Poof! Instant private aerobic dance class. Plus you don't have to buy tons of dvds. :)
They have Zumba DVDs you can buy and it's VERY fun! I love it. I can do it in the comfort of my own home, so I don't looks weird in from of people, and I have a great time doing it. Plus, it teaches you to dance and shake it!! lol Plus, I'm sure there's always some fun exercise tutorial on youtube.com. Plus, youtube is free. ;-)