I don't agree that kicking WILL hurt your knees more than stepping. YMMV. If you are careful to not extend your knee fully (only to about 95%), you not only protect the knee, but work the hamstrings more to control the extention. Stepping workouts with a lot of torque (fast changes of direction that make it hard to place the foot/knee in line) are, IMO, more knee unfriendly than kickboxing. That's why I've gotten rid of a lot of my Cathe step workouts, but have no trouble with kickboxing).
Other good kickboxing workouts are: Powerstrikes (excellent form from a black belt), Janis Saffel's kickbox circuit, Kimberly's Spreen's Box and Flow (a shorter workout with kickboxing and a good stretch).