That's right, I bought one! And it's great. Silly, but great. I use it in the morning, and work out on the bike/elliptical thing in the evening.
I bought it at Target, which was good; I didn't have to order it and wait, etc. It comes with a short DVD which is easy to follow. Six minutes or so, really, and you can really feel it as you work out with it! It doesn't use batteries or anything; it's just the one weight that you, well, shake.
The advertising proudly announces that the Shake Weight has been featured on the Ellen DeGeneres show. Well, yes, it has, but not exactly what you'd think; this is pretty funny. I love Queen Latifah's handling of the thing:
Still, the thing works, and that's all I care about. I don't feel ripped off or anyting, it's easy to use, and that's what matters to me when it comes to things like this.