I've done a few sessions of TRX. What's nice is that you can adjust the resistance with your body position (TRX is mainly bodyweight exercises). I actually took a class which I preferred, as I am generally better about pushing myself if there is someone leading me. Basically, it's just one big strap that you can hang from a beam to do your exercises with, so it should be fairly cheap.
I actually took a TRX class, so there was an instructor to lead as well as show proper form- I generally respond better to those kinds of learning environments. Ironically, I stopped going because I don't like having to be at a specific place at a specific time, when it comes to working out.