Not Cathe and I wanted to say welcome! You're going to be in for such a treat once you start out with Cathe videos.
I'm going to give you my recommendations and I'll group them into cateogories so you can decide what is most intriguing to you.
Cathe workouts fall into 5 general categories: muscle endurance (more reps/moderate weight), muscle strengthening (fewer reps/heavy weight), interval training (intense aerobic bursts alternating with recovery), circuit training (aerobics alternating with weight work), and kickboxing/step.
Muscle Endurance workouts: I think a great place to start is with Muscle Endurance from the Intensity Series. It uses a high step (Fanny Lifter works just fine), a loaded barbell, dumbbells, and a medicine ball (optional). This workout is most like Firm Total Body Sculpt workouts in that you move fairly quickly from exercise to exercise. The music is awesome, the workout is very tough yet doable, and it's so thorough! This DVD comes with Bootcamp, a circuit style workout, on the same DVD so there are some good premixes on the disc. A great second option is Power Hour, which is more high rep/lighter weight, kind of in the realm of Slim Series. This DVD has MIS, another great endurance workout that is a bit more dated than ME, and Body Max, a 90 minute killer step, hi/lo-lower body circuit, and upper body toning workout.
Muscle Strengthening: My personal favorites are the Pyramids, also from the Intensity Series. Pyramid Upper uses various weighted dumbbells (no barbell) and a step used as a bench (I think the floor would do fine). Pyramid Lower Body uses the high step and a loaded barbell (I think dumbbells could be substituted). These workouts are KILLER!!! You will be worked like never before. Great premixes on the Pyramid DVD that allow you to do just up or down or to combine the two workouts for one total body workout. A close second is the Pure Strength series, although this is an older series and a bit more dated. No premixes on the PS DVD.
Interval training: Once again, my personal favorite is IMAX 2. Great music and one tough workout that is doable (although I had my doubts at first). This workout does require a step (a full size step is probably best but the new Firm bench may work). The DVD has Cardio and Weights as the sister workout, a circuit style workout that has step segments followed by compound upper/lower body toning followed by heavy upper body work. Once again, great premixes on this DVD. IMAX, the original, is generally considered a bit more intense than IMAX 2. This DVD has Maximum Intensity Cardio, which may be Cathe's toughest cardio to date, and Rhythmic Step, one super challenging step workout with some amazing choreography.
Circuit training: OHHHH! This one is tough to call. Cardio and Weights is more like Firm AWT tapes in that you do step for about 7 minutes, then go to compound work, then heavy upper body. All the weight work is done with dumbbells and a step is required. The ab segment on this workout is very tough!! Boot Camp takes up less space and doesn't require a full size step. Cathe uses a high step for some of the exercises. This workout alternates about 1 minute of cardio (done on the floor), 1 minute of lower body (a barbell is used for some segments), a minute of upper body, and 1 minute of core/ab work. You repeat this pattern 8 times. They're so different from one another it's hard to pick a favorite. They're both great.
Step/Kickboxing: For step, my current favorite is Step Blast from the new Body Blast series. All her step tapes are pretty advanced as far as choreography goes. Some people like to do her earlier workouts because a lot of the choreography that shows up in later workouts is introduced and broken down in earlier workouts. The Cardio Hits DVD is particularly good for older workouts. For kickboxing, Kick Punch Crunch (also from the Body Blast series) takes up the least amount of space and is a lot of fun. There is also not as much impact as some of her other kickboxing videos.
There you have it. Just my two cents. Good luck deciding!