I get all of mine from eBay. You just need to be careful to check that the DVDs are compatible with the region and playback type (PAL/NTSC) your DVD player is set to. Although my DVD player is supposed to be multiregion and play both NTSC and PAL I've had a few region 1 DVDs that simply won't play.
As to dance workout DVDs, I have a Ministry of Sound 'Pump it up' DVD. It uses recent dance music, so it's pretty enjoyable if you like that type of music. The workout isn't too difficult, it's a lot of fun and it really gets your heart pumping. If you're interested in something a bit different I highly recommend 'Honey Kalaria's Bollywood Workout'. That's great fun and it REALLY tires you out! I also have the New York City Ballet Workout DVD. That's not so fun, it's quite difficult but it's good if you have ballet experience. Carmen Electra has a series of DVDs called 'Fit to Strip'. They're fun, but I find they don't provide the same high intensity cardio workout as the Ministry of Sound or Bollywood dance DVDs.
I hope I'm not highjacking your thread, Starr, but has anyone here bought a bellydancing DVD? I've been thinking of getting a tribal bellydance exercise DVD recently, but I've been told by a friend that bellydancing really doesn't raise your heart-rate much. I'd love to hear from people who have tried it.