I read of similar concerns about not being familiar with what to do in the gym and the concern about the cost of getting a trainer. One obvious thing often overlooked is getting a good book to help you design a program, or a book that designs the program for you. I know the problem is you go to Barns & Noble or look on Amazon and there are so many books to choose from, you can't tell what is good for you given your particular situation. I recommend this book:http://www.amazon.com/New-Power-Program-Protocols-Strength/dp/1896817262/ref=sr_1_2?s=books&ie=UTF8&qid=1289381840&sr=1-2
Colgan gives not only good suggestions for structuring workout plans, but also the background so you can become comfortable in making adjustments. He emphasizes strength built on a solid foundation of core strength and flexibility and also covers proper stretching and dispels some myths.
Ultimately, I like major compound exercises with free weights, such as the squat and deadlift. Because these can be difficult for a novice and dangerous if the form is not right, starting with such programs without a trainer is often not a good idea. On the other hand, the exercises in Colgan's book are easy to perform. The first phase consists of 4 workouts per week. There's nothing wrong with taking a clip board to the gym with a page copied showing that day's workouts, along with another sheet to list your weights and reps, so you'll know what to start with and can see your progress.
Look at the user reviews for the book.