Hi Lynda
Welcome to Cathe .. boy you're in for a real ride!!
I too was an advanced exerciser prior to discovering Cathe, however, she's in an entirely different league than the workouts I was doing (similar to what you've experienced thus far). I would recommend starting with the following, depending on your goals and what type of workouts you're looking for :
For cardio, these would be my suggestions for an intro to her choreography and level of intensity:
Step Heat (all step w/ abs)
Step Max (all step)
The Wedding Video (1/2 step, 1/2 weights)
Cardio Kicks (kickboxing)
For weight training, I would recommend starting with MIS, or the PS Series. Both are designed to be more structured for muscular strength/strength gains. If you're looking for a more enduranced based weight training tape, Power Hour is excellent, and is similar in style to Body Pump.
Happy Workouts! Regardless of what you chose, you really can't go wrong!
~ Nicole