PumpOne for iPod
PumpOne has designed a variety of workouts tailored for display on an iPod or a Palm device. It's a simple idea, well executed: a couple screens of text and pictures for each exercise to remind you what to do next and help you keep the right form. There are several exercise levels for each focus area, so you can order a collection and rotate through them for variety.
If you have an iPod that does photos - even a nano - you should give this a try. Though the regular workouts are $19 each, there is a free sample lesson for download.