In the past I've talked about Suspension Training Systems. These are systems that allow you to exercise anywhere, and get a great total body workout without using weights. The “cadillac” of Suspension training Systems is the TRX Suspension training system. These go for around $180 (along with Training Videos). One alternative that I've mentioned is the Freestyle Trainer Pro which sells for about $70.
I found a blog post at rosstraining.com which shows you how to make your own suspension training system for about $20.