I used Baby Ready Yoga (with instructor Shiva Rea, found it on Gaiam.com but may be available elsewhere). It has modifications for each trimester in the prenatal program (60 min) and also has a postnatal program (also 60 min) on one dvd. I liked it and thought it was easy enough for someone like me who doesn't do much yoga except when I'm pregnant, I'm more of a pilates and zumba person. But I think someone with more yoga experience will find this to be a good dvd as well.
I teach yoga Gaiam does a nice job with finding good instructors and having them do accessible and fun yoga programs. That said, I don't think that any DVD could ever be as much fun as a class. Prenatal yoga classes are the best - you'll get the attention of an instructor (esp lovely if you are having any aches or pains or specific issues), plus you get to bond with all the other mommas there.
A low cost option would be to borrow a prenatal exercise dvd from your local library. My local library does sharing with all the libraries in our county so we have quite a selection and they even send the dvd to your local branch. I sometimes do that if I want to try out a dvd first before buying it.
If you have a Netflix account they have prenatal exercise dvds though I find they don't have much selection to stream online.