DVDs. Pilates DVDs can be a great way to learn Pilates and get a Pilates mat workout at home. Exercise balls. Exercise balls have become popular for home workouts, and help you build core strength. Exercise bands. Exercise bands, or resistance bands, provide adjustable resistance for stretching and strengthening exercises. Magic Circle. The magic circle is a ring, made of flexible metal or rubber, 13 inches in diameter, with pads on either side. It provides gentle resistance. Mat. A mat is the basic gear you need to do Pilates at home. Get a mat that's at least Â½ inch thick to pad your body from the floor. Pilates Books. Pilates books are a great way to learn more about Pilates and see illustrations of different exercises. Pilates Clothing. Most people do Pilates in comfortable, loose-fitting clothing that's not too baggy.