The main thing you need is a mat to practice on, any yoga mat can work, just as long as you have a steady, soft surface.
Next you need some weighted balls, and therabands. Therabands are these stretchy bands you use for resistance exercises. They can be used in a million different ways. The weighted balls are for resistance, and strength training. And there are many exercises for these balls as well.
This is an example of how to use a bouncy ball in the pilates workout. Again this is more than just an exercise, and this one specifically is actually a bit difficult. It is a full body workout every time you do any pilates exercise.Below is a back roller, these things can really hurt you if you do not know how to use them, and they are used in a more advanced class. But these rollers can really open your back up if you have a tight back, and it can be used in stretching out other parts of your body as well.
This is a reformer, I do not have one seeing as how the cheap ones cost around 1000 dollars. So this is another advantage to going to a professional. You are able to learn about the reformer and how to use it properly. The reformer can be used for so many different exercises, but you have to learn how to use it before you can do anything on it.
Pilates is a workout that I have found myself loving, which is hard for me to do. I am fairly uncoordinated, so playing sports has always been a fail for me. But pilates is a very slow paced, thoughtful workout. It has so many benefits that make it even that much more special to me. After I started pilates I was breathing better, sleeping better, my posture improved. I dropped weight in the first few months, then put it back on but in muscle, and lots of muscle. This Picture is from summer of 2010, the only picture I really have documenting my progress in pilates. But from my experience and knowledge of pilates, I suggest to any of my fellow klutz's to try pilates. It really does wonders for your body!