I've been paying $10 a month to a local gym for the past year. But I hate going because there is no social or competitive component to it.
Just coming in to defend CrossFit here.
A lot of people here do not like it. I don't do CrossFit myself, but I have several friends to do. I think it's great because motivation to exercise is very difficult to come by, and if you can recognize that you need the
social aspect to succeed, then you've found the thing that will make it work for you, which is huge. I personally like to do workouts by myself, but my wife requires a trainer because she just isn't motivated otherwise. It doesn't matter how you get there, as long as you find a way to do it, because results are results.
You have to find what works for you. If you're not already in the habit of exercising, that most likely means that self-motivation isn't working for you. I've had several friends lose a TON of weight doing CrossFit & Paleo, and it was a huge step up from their previous Xbox & fast food regime, and that's because it's a very social activity. I had a friend recently lose 70 pounds...he has IRL friends to hang out with now, feels a lot better all the time, definitely looks better, and is still doing it because it gives you a peer group to work with.
As blackdogdeek mentioned, losing weight is primarily about diet (note that diet doesn't mean dieting, rather, just what you eat - your diet). Unless you exercise insane amounts (i.e. run all the time, or swim like Michael Phelps or whatever), you won't get nearly as much progress as simply changing what you eat. And that doesn't mean you have to eat bland or nasty health food, mostly just make improved food choices. I lost 50 pounds mostly by changing my diet & using my stationary bike for 15 minutes every day (which was exhausting because I was so out of shape, but it gets easier!).
Anyway, congrats on deciding to make the change - every aspect of your life gets better when you get healthy. If you're concerned about being too out of shape to join CrossFit, check out the Couch to 5K program:
http://www.coolrunning.com/engine/2/2_3/181.shtml
It's a 9-week program for taking people who are out-of-shape and getting them to the point where they can run a few miles. There's also a follow-on program called 5K to 10K for doubling the distance. And there are great smartphone apps that talk you through the walking, jogging, running, etc. aspect of each day's workout, so that's definitely something good to look into. As far as food goes, check out SociallyChallenged's awesome thread on it here:
http://forums.anandtech.com/showthread.php?t=162171
They key thing is to find something sustainable. Baby steps. You don't have to change your diet or join CrossFit overnight, but you can start out by beginning Couch to 5K tonight & having oatmeal for breakfast, that way you don't get overwhelmed & quit because it's too big to keep doing every day.