I've heard good things about half.com (it's like eBay for books and videos and stuff), though I've never used it myself. It might be a good idea to take a look anyway.

Also, many of my videos came from the local video store, on sale or just cheaper than elsewhere. Some stores also sell used videos, though I'm not sure if that would apply to workout videos, since usually they're trying to sell off the excess from their "in-stock guarantee" for new releases.