My favourite leg exercise that doesn't require any weight is the one legged (pistol) squat. It took me a few months to be able to even do one though.
http://www.youtube.com/watch?v=FqmYSjE6C2Y

Another one if you can find something to put your feet under is the glute ham raise.
http://www.youtube.com/watch?v=jsHZ_...eature=related