Last week I tried Pilates for the first time. In my home of course, I just don't have the time or money to invest in a membership at a studio. In any event, my DVD came with a 4 pronged pilates cord that I used for the duration of the workout. Pilates is no joke!
These exercises focus on the core and require your entire body to move in sync to get the moves right. This takes some getting used to. The "trainer" actually advises trying out the movements without the band first to get used to it. Based on my experience, even if you can't manage your coordination with the bands this is still a great workout.
If you are up for a new, challenging workout I highly recommend Pilates. Your core will love you for it!