Hey, good for you! Sounds like you are in great shape and active at a point of time in this country when many aren't. Anyway, cathe is amazing, if you can keep up with her, then you can do just about anything! I'm 23 and a long distance runner/cyclist and i tell you what, no matter how great of shape i'm in, she always has me huffing and puffing like i haven't worked out in weeks!
On to your question, I have a reebok step that i bought from target and i hate it. Its way too small so i'm always having to modify the moves to not fall and break an ankle. my mom has this amazing step and i'm not sure where to get it(online perhaps), but its made of this flexible kind of wood that is formed in an arc so it gives when you step on it and it is great for your knees. As far as quality of a step, definitely buy a big one(the original size), it does not necessarily have to be the "offical original health club step" b/c there are others available, but it is usually the one that is most readily available. Also, check out sports stores, in particular the Sports Chalet, and I have seen this also at Target, they have the actual Cathe step PLUS 2-3 of her step workouts included AND it is only 60 dollars.
Hope this helps