While talking to my coworker about my Shape Up series, I mentioned I wanted to take a dance class. She swore by Grit Fitness’ step aerobics class, so I signed up for an evening session. I was pumped.

Step aerobics is a classic cardio workout. It has lasted for decades for a simple reason: it delivers results. The "step" is a 4-inch to 12-inch raised platform. You step up, around, and down from the ...