A well-rounded fitness program includes both aerobic exercise and strength training. But skip the ankle weights. Ankle weights may strain your ankle joint and leg muscles, which could increase the risk of injury. To get more out of your walking routine, it's more effective to simply pick up the pace. If you're in good shape, you might incorporate short bursts of jogging into your regular brisk walks. If you're less fit, you might alternate leisurely walking with periods of faster walking.