Unfortunately most DVD Zumba sets are $70, which is way more than the usual price of an exercise tape. Luckily there are ways around that, and I borrowed a copy of a beginner set.
It really is a fun workout -- fun and hard, which is a really good combo. It takes all the good parts of the dance workouts I was already doing (samba, bollywood, bellydancing, hiphop) and puts them into one place. The music was fun and made me want to move (bonus!), and the instructors were good to look at without being distractingly attractive.
That being said, I can't say it's worth $70. I'd certainly pay the usual workout tape price ($20-$30) for it, but not more than twice that. (Rereading this and thinking about it more, I'm not sure if this is fair to say. I'm intending to make this my new go-to workout, doing it every day until I get bored of it... can you put a price on an exercise you're okay with doing every day?)
Zumba on wiki, in case you're not familiar with it.