Well, hello there!
Yes, you read right...I don't use a step (not yet, anyway -- it'll be a while before I think I will be able to). Some others on here already know this about me, but I am asthmatic, and I find that adding a step to the workouts pushes the intensity just too high for my lungs to handle. My body can handle it, but my lungs can't.
However, I still get an incredible workout. When I started out a few months ago, I kept everything to low impact, but in recent weeks, I've found that I've been able to start doing higher impact moves, jumping and adding more intensity, and my lung capacity and cardio levels are really improving.
Even though I don't use a step, I'm still moving around for 30-60 minutes (depending on what workout I do) and have sweat pouring out of my body by the halfway point! My husband can attest to that.

I have to keep a towel nearby and stop every so often to wipe off.
If you're moving, you're working out. You don't need a step...you just need to m-o-v-e.
Definitely invest in some of Cathe's step workouts. Give them a try without the step. It might feel funny at first without a step (it did for me), but after a while, you'll totally forget that it's a "step" workout. And, Cathe's step workouts are too fun to miss out on!