I'm a full-time personal trainer that works in the clients homes and as a result, carry an entire gym with me in my car. To set up a gym at home can be pretty inexpensive; a stability ball, flex-tubing of various strengths, adjustable dumbells, a jump rope and a mat. I also have a lot of other tools (BOSU, Medicine balls, body blades, weighted bars, boxing gloves and focus mitts etc., but those aren't really necessary for your own home gym unless you want them).

If you can contract with a trainer that works with functional training and is knowledgeable in setting up a program using those tools...even better. But there are also sites that sell instructional DVDs and VHS that can help you to do your own program. www.collagevideo.com is a good one.

The only other thing I wanted to add was that when one works with weights, you want to perform enough repetitions to go to muscle "fatigue". That is, the last repetition should be the last one you can accomplish using good form. I see plenty of people in the gym, throwing the weights up with horrible form just to get more reps in. Taking those muscles to fatigue will result in a metabolic change that will result in the muscle getting stronger (as long as there is adequate nutrition and rest involved).

Hope this helps a little.