I found this post on Passionate entitled "Fitness Hacks for Geeks." Among the hacks are using your iPod with a pre-recorded gym work-out coach (wish I had thought of that) and using a heart-rate monitor. However, the most intriguing device that I had never heard of for personal training is an accelerometer:
If your goal is weight loss along with getting or staying in shape, this is the single best gadget you can get. In the very late 80's/early 90's I was the training director at one of the foofiest health-club-to-the-rich-and-famous gyms in Los Angeles, Sports Club/LA, and the expensive personal trainers all considered this a secret weapon they gave their clients.
If you don't know what an accelerometer is, think pedometer on steroids. It uses the accelerometer to measure motion so that you're not tied to just calibrating (and then walking) steps. At the end of the day, you'll know whether you sat on your butt or were up and down and doing things, so it's also a great way to see whether you've burned calories. Most of them will display how many calories you've burned, but you really have to see it more as an arbitrary point system rather than an actual picture of the true calories you've burned. In other words, get a baseline and then each day try to exceed that number...
I think I am going to order one just to try it out and you can order one to if you link through to the Passionate post -- they have very nicely provided links to 3 places that sell accelerometers.