i have never tried the walk away the pounds but my bestie and her mum do them quite regulary. i am a fan of pilates as a good toning excercise, it is also good for winding up or down (depending on the intensity and how much you put into it). i have one by jennifer Kries and it is really good, i also know of a couple of others who have her dvds. i bought another dvd recently and it is a good workout with 2 levels, but i can't stand the chick who does it (apart from the fact that she has hairy armpits).
if you wanted something that is a bit more adventurous then you could try carmen electra 'fit to strip' apparently it is good and good fun.
another suggestion could be the aerobics oz style dvds, i used to do it when it was on tv, but then they took it off.
as you can tell, i am a bit of a connoisseur of fitness dvds.
good luck in your search