I just did a Pilates class yesterday and WOW am I sore! That was a great workout, although it didn't really seem so at the time. I took class at a really nice studio that had all the equipment, and that did make a difference on many of the exercises. I may just break out those old Mari Windsor DVDs!
I have never done Pilates but it seems to be a popular workout. Sound really good too. It's fun to do exercises that don't feel like exercises at the time! A lot more motivating than doing something tedious and overly challenging.