I do almost all my weightlifting at home. Its easier for me having it right there, and it opens the door to more experimentation as to what your body can handle. It also saves so much time just popping in there for 20 squats anytime I want to over the gym's routine which may involve waiting for someone. :\
Here's my scenario for building my at-home weights set. I'm well off because of my job but I'm horrendous at managing my finances so this shouldn't be hard:
Step 1: Do interval running (sprint, then walk a few times per run) every morning for 5-10 minutes for two weeks if you're in absolute **** shape. Reach 70% effort during each sprint. For god's sake its only five minutes of your time and you'll feel great for the rest of the day, afterwards.
Step 2: Join a sport, martial art, w/e. Learn about your body through something interesting. Gyms are boring. Once you're interested in the "fun" of body shaping & weightlifting from whatever activity you sign-up for then buy a pull-up bar. Buy 20lb dumbells. The kind that aren't adjustable. Do wall-pushups for your back. Do regular pushups for your front. Do some form of crunches for your abs. The sport/martial art should give you an idea of what you want to work out. Experiment with it. Maybe you can have huge triceps? Maybe that's at the cost of your forearm & pec size with your current diet, etc.
Step 3: Buy adjustable dumbell bars. Save up for an olympic sized bar + weights. You now have deadlift & row (among other) capabilities! Woot for compound exercises at home!
Step 4: Save up for a bench that can do squats, too. Buy more weights.
Ok at this point you should have enough bodybuilding exercises to keep you busy for the next six months experimenting until you have a good routine.
I'll admit for supplemental weights I'll go to my Apt. complex's facility to do Lat pulls & upright machine flys (or w/e they're called) for my pecs. And I'm fairly active with other sports and such. I also do wide push-ups, upside-down wall push-ups, and other random **** I've figured out to maintain my body the way I want it.
The main thing isn't to fall into the category of aspiring dj's that do bull**** exercises at home without ANY heavy weights for compound exercises. Like some guys will preach about a million push-ups and situps but they fail to realize that's not very sustainable in the modern world. Their gains are **** for the time & effort they invest on non-compound exercises. Time > Everything. Maybe these guys are highly active and it works for them, but usually they're not. The same concept can be applied to gyms, why waste time driving to them? Sure if you like the atmosphere I can fathom & respect that, but beyond that its usually pointless to go. Chances are starting out you'll probably be insecure lifting next to the other weight veterans, also, so that will distract and frustrate you.
When trying something new, its easier without distractions. When managing your life its easier if an activity takes less time, and you can do it ANYTIME you wish. Get an at home weights set if you can afford one. ONE WITH SQUATS. Even with other compound exercises its very hard for me to achieve a good physique without squats. Squats are crucial. The health&fitness section of DJ forums should be renamed to DO SQUATS. Thank you to everyone here who ever recommended them, notably alex, above.
I could just say "I prefer to workout at home, its just the way I am", but that isn't true. I do it at home because it seems more efficient & sustainable that way. With the setup I have now, why would I EVER stop lifting? If I went to a gym, I could think of a thousand reasons why I would stop going: #1 being weightlifting is relatively boring.
A guy the other day asked me how I stayed motivated working out at home. Easy, if I'm unmotivated one minute, I'm usually motivated the next. A better question is: How do you stay motivated having part of your life revolve around going to the gym!?