I do, but i used to before i started this programme, and despite people saying, ooh, don;'t exercise, i really can't see how it would be beneficial to do less than I did before. the first 2 weeks i didn't go, just because I was exhausted from the diet, but now I'm seriously back in the swing of things. I go to Curves gym (women only, 1/2 hour resistance/cardio work out that is equivalent of 1.5 hours in a 'normal' gym) then I do an aerobic class, although today it was step, killer! And depending on my time I'll do a Pilates class, a half hour abs class or a 1/2 hour fitball class after the hour class. I feel fab! If I'm wanting a different workout I might substitute the aerobics for a good 3 mile brisk walk uphill on a treadmill.
Not sure that it's quickened up my weight loss (2stone 2 lbs in 7 weeks) but I KNOW I wouldn't be happy to not go.
hth
kate