Let me rephrase your question.
Buying a DVD program without the knowledge and feedback of a professional fitness instructor being present vs. not wasting time and money and hiring a real live professional trainer to be with you and guide you as you exercise.
Or a bit less subtly. Giving your money to a pretty face who is most likely genetically gifted, but still promises you their results without knowing a single thing about you except that you are gullible enough to just spend your money on a flashy advertisement.
Support local business and local professionals.
P90X is a weight training program – uses dumbbells and/or resistance bands. The videos are intense and there are 3 days of weight training, 2 days of cardio and 1 yoga workout per week.
Insanity is really a lot more of a cardio workout although with the plyometric moves and body weight exercises in it you do build muscle as well.
I guess the answer is it depends on the type of workout you are looking for.