I was doing Zumba pretty regularly until a few weeks ago, I got a cold so I took a week off and now I'm on vacation.
I find classes work best for me, it helps to have someone telling you what you should be doing to get the best workout and someone to keep pushing you right to the end. I did Jiu jitsu for over 2 years, but I kept getting injured too much, but I find that sort of environment works much better for me than just going to the gym and doing as much as I fancy (which usually isn't much!).