You are going to hurt yourself if you jump right into Insanity. The Beach Body company produces many programs. Do yourself a favor and start with an intermediate level program for 6 weeks or so, and then get P90X or Insanity.
The insanity program requires no equipment at all. Pull-ups are not even performed, so you can do it anywhere.
P90X will require at least a decent gym.
Workout Videos & Home Fitness Programs - Beachbody.com
Very good advice found here.
Scooby's Workshop | Home Fitness & Bodybuilding Workouts
This is a wonderful tool that can be easily carried.
Suspension Training With TRX - A Total Body Workout | TRX
Another good source for a travel friendly kit.
Resistance Band Training - Band Exercises - Fitness Bands