I absolutely believe you can get a great cardio workout without going to the gym! In fact, years ago before my junior year of college, I lost 30 pounds in one summer without stepping foot in a gym.
I went to the local high school track 5 days per week. First I would walk one lap, then run one lap, then walk one lap, run a lap and so on for 30 minutes. Then, I built up to walking one lap, running two laps and so on. By the end of the summer, I was able to run 4 laps (1 mile) around the track twice! It was amazing cardio workout and I seriously never felt like I was missing anything my skipping the gym.
Also, you can get a stability ball. I got one for like $20 at TJ Maxx. After running, I would do 100 crunches on the stability ball every day.
Something that I do now to stay in shape that's fun and challenging is swimming laps. I swim laps at my local YMCA, but if you want to avoid the gym completely, you can check into your local community centers for their lap swimming schedules. Also, many hotels that have pools will offer lap swimming during certain hours to the general public for a nominal fee. I've seen swimming knock the breath out of many an avid runner. It's fun and low impact, and it's a huge cardio and muscular challenge!