I've wanted a BOSU for years! But I just can't get myself to pay that much for one. That video is insane!
I have had a couple of stability/exercise/balance/whatever-you-want-to-call-it balls. I've always bought the cheap ($15-20) ones and never had one burst. I think they were Reebok or some other name brand. I have been through 2 though due to my kitties... I think they try to jump onto them and then onto something else and are surprised when they move.

They get a hole from a kitty nail but deflate slowly, never burst. Now maybe if they jumped onto it while I was sitting or otherwise putting weight on it, that might be a different story. They're great for working your core while doing other exercises on the ball. Definitly worth the money.
I've been just walking this week - have logged 15 miles with the pooches this week.

Feeling like it's time to add something else to work the upper body at least too though.