Straight legged dead lifts are the king daddy for working the hamstrings where they tie into the glutes. As I like to call it, the "do-lap" area. LOL You have to do them with impeccable form, and use your hips, not your back, to lift the bar. You can see them demonstrated on bb.com, if you're unfamiliar with them. Make sure you're looking at the straight legged variety. That's the hamstring exercise. The "conventional" or bent leg deadlift works the upper back.
In doing step, you are working more quads. You do work glutes when you do extension moves during step (lifting the leg behind you, like in Step Blast combo #1, step kick, step extend), and lunges off the step, etc.
The whole thigh - quads and hamstrings - are best developed with squats and lunges. I hate lunges, but nothing will shape your thighs like squats and lunges. Step ups are a close second. You can change the emphasis from quad to hams, by changing where you are pushing from with your foot. Pushing from your toe (still keeping your knee behind your toe)works the quads more. Pushing from your heel works the hamstrings more.
People have great success with the eliptical for leaning out the legs for cardio. But those with major issues benefit from sprints. Nobody likes to hear that, including me!!!!!! LOL Basically, any cardio is burning fat, and it just takes time. The place where you store the most fat will always have more fat than the rest of you. There are "tricks" to work those areas more, like the sprints. But if you can't stomach the thought of sprints, then just keep plugging along with your cardio and watching your diet, and your bodyfat will drop, even in the tough places.
Really shape the muscle with squats and lunges. If you don't want to build that area up, do those more often than once a week. Freestyle advocates really hit squats and lunges frequently and at high reps to keep the muscle from bulking. I think there are some freestyle gurus on this forum, so I'll leave that discussion to them.
Don't be afraid to try to build some muscle in that area. Muscle takes up so much less space than fat!