Consider a couple of workout vidoes, cardio, yoga, Tai Chi, Callanetics (works great). In fact, I reccomend several to switch around. Set a time to do these together...You will be your own gym :)
Oh, if you go with the Yoga, there is a great website, Yogajournal.com that tells you about the different poses, how to do them, what they benefit; I think they even have a plan your own yoga sequence. I knew someone who did all their yoga by their computer instead of getting a video. Something to consider :)
If walking in your area is not so good, perhaps once or twice a week you can treat yourselves to a walk in a park, or in a better area at least.
Play active games together. The more fun you have, the more likely you are to do it. Play basket ball together or tennis at the local park...See if there are some leagues you can join sports wise for fun and with little or no cost.
Go dancing once a week or at home. Have friends over and do dance-a-thons.
Check out the adult education or recreation district in your area. Often they will offer classes (exercise or sports or dance) which are a fraction of the cost of gym memberships.
Good luck meeting your goals!