I like to change it up with work out DVD routines. (anyone who knows me knows I am a HUGE advocate of work out DVDs. They're the best thing since machines that you don't need a spotter for.) I think a lot of them are really fun and they activate muscles that my normal 'routine' tends to forget about. It also gives you instruction and guidance, so even if you aren't good at, say, yoga, kickboxing, or dancing.. the instructions will help, and you could learn something new while exercising.
For running, I change it up. In the winter, I focus more on leg strength and endurance so I'm not completely sore and exhausted when I snowboard. In the summer, swimming helps replace the days I'm too lazy to run. Walking routines help too--you activate different muscles in the legs while walking at a fast pace. I typically do 13-15min. miles while walking, weight helps get an extra work out from it. Sprints + slow jogging and walking provide interval training.
Usually, Id work on a reward-like system at home. Completing a work out DVD without fail for a month, or hitting my goal, I'd reward myself with something set aside--a CD on my wish list to run to, or a pair of shoes I've been eyeing if I have spare cash, or a piece of equipment I've been admiring the reviews on.. Usually the rewards were exercise-oriented too, to keep everything going and flowing.
Eventually, I got lazy and stopped rewarding myself because exercise just became so routine for me that I didn't think of it as a conscious part of my day--it was a give-in that I was going to work out, just like brushing my teeth. I tend to like that stage of it all.
I did, however, reward myself with a zombie 5k obstacle course race this December. runforyourlives.com
I say, the more you change up a work out, the better you are. Even if you aren't good at running, you ought to run. Not a strong swimmer? all the more reason to swim. Dancing gives you two left feet? Try to keep up with a work out DVD in the privacy of your own home. Can't do a pull up to save your life? Do strength training military style to build up those muscles. About as flexible as your laptop? Yoga should be given a chance..
Working out is not only staying in shape, it's being healthy and working on your weaknesses. Opening up your body to being able to do more opens up your mind to more possibilities as well.
I left gym memberships and classes out of this because those are expensive, and you really don't need them. For the price of a gym membership you could have some basic equipment and a few instructional books/movies to move you right along.