I agree that you don't need a gym to begin getting in shape. In fact, I'll take it a step further and say that you don't need a gym at all. When I was doing heavy-duty judo competition, I didn't belong to a gym.
I jogged and ran wind-sprints in my neighborhood park, I swam at our swim club's pool, I stretched on the living room floor, and I lifted free weights in my basement. It's all about being motivated and knowing the proper exercises and how to do them correctly. I had a training diary and kept to it religiously.
There's certainly nothing wrong with a gym if that's what you like. Personally, I prefer exercising on my own because-- although there are some serious athletes in there, there are also too many peacocks and gym bunnies in many of those gyms for my taste.
And... if running and lifting aren't your thing.. look into a good martial arts class. You can get all of the cardio, stretching and weight resistance in many of these classes.
BTW.. someone mentioned swimming to lose weight. Although swimming is an excellent exercise, it is not the exercise of choice if losing weight is our primary goal.
http://www.thefactsaboutfitness.com/...h/swimming.htm
For those with back problems or knee problems, brisk walking is an excellent form of exercise. Get a heart monitor with an alarm and calculate your target heart rate. Start slow and stick to it-- rain, shine, sleet or snow! I find keeping an exercise journal keeps me on track.