The Gold's Gym 5-1 pull up bar hooks around your door frame, no need for drilling holes to mount it. Comes with a work out DVD and nutrition and exercise guide.
Con Not as secure as a mounted solution
The plastic support that hooks over the top of your door frame is made from cheap plastic, and has been known to snap or arrive already broken. There is also some risk with pull up bars that don't require screws and mounts to keep them in place- if the bar is not tightly assembled at all times, or by regular every day use, it can unhook itself from the door frame, leading to a fall.