Insanity is a great program to step up to if you are already fairly fit. All you will need is a bit of floor space, your sneakers and your body weight and you're good to go.
Before I got poorly I made some great strength gains and weight lose too with Shaun T (the instructor) and it had to be the best workout program that I have done in such a long time.
Insanity works on an interval method, but not the regular intervals that you'll be used to. Instead of quick bursts of activity followed by rest Shaun flips that upside down so that you're doing long intervals where you're pushing to your max followed by quick rests. This is a great way to drop fat quickly and also see some impressive strength gains too.
Check out my full review for Shaun T's Insanity. Or, you can go straight to purchasing if you are INSANE.