Hi
I have done Pilates off and on since college...and being 53 this was long long before it was mainstream at all lol!
There are lots of great Pilates tapes out there now. But they all include the same basis.
You can do Pilates everyday if you like but you don't need to.
It is perfect after cardio.
You can also get things like the Pilates Magic Circle (at qvc or Gaiam.com) and there are tapes that use it as well. In addition there are tapes for using Pilates exercises with stretch bands (really nice and effective) and I think some that you can use with an exercise ball too.
The only caveat is that unless you are using something like the bands or the circle (or a Pilates machine) Pilates does not work your upper body as much as other workouts (my opinion)
QVC sells one of the best Pilates tapes around I think because it includes 3 complete workouts on it, beginner, intermediate and advanced with lots of terrific, precise demonstration separate from the workouts.
Winsor Pilates is great too. You can get the Winsor tapes at Collagevideo.com separately if you don't want to buy the entire set. (And they have lots of other Pilates tapes as well.)

have fun!