I second the Cassey Ho recommendation, I just got her Total Body DVD and did it on Monday, and was very pleased with it. The time flew by! Also, each exercise is chaptered so easy to skip specific exercises, and the DVD comes with a little printout of each exercise in sequential order on the DVD, so you can really see what is coming.
Also, like others I absolutely
Lara Hudson. My very first exercise workout (on VHS) was 10 Minute Solution Pilates, and I have her whole library.
The Strong Stride DVD is a little dry but very challenging.
Also I don't think anyone mentioned Barlates yet, her ab/core stuff is mostly mat pilates and VERY challenging...tons of free workouts on youtube.
I absolutely HAVE to get Tracey Mallett's Pilates Super Sculpt! I love her Booty Barre DVDs, I think I glazed over this one since Total Fitness has "beginner/intermediate" on it but it seems to be much more challenging than that.