Hi Bethany,
Which part of the thighs? Walking is good, steps as in going up and down are good. But if you mean inner thighs then I think the best way is resistance. Probably the cheapest way to do that, is a resistance band, tied to something solid and round your ankle, and a slow controlled movement away from the solid object, across infront of your other leg. Hard to describe. There are ofcourse bits of equipment in the gym that, do this well (most of them look like they where used for torture in the dark ages!! Come to think of it, they still are). Resistance bands can be used for other areas of the body also!
W