EA sports active is brilliant, and as Judimac says, there is an expansion with more workouts if you get bored. They've actually got Sports active 2 coming out on 19th Nov as well - which looks really good - its meant to be even more accurate, has a heart rate monitor, plus more exersizes and online content.
I like Wii Fit, but it feels more silly (but admittedly fun!) games than a proper work out to me.