I know many people who enjoy the endorphin high they get from this workout, including my executive producer. So I hate to throw a wrench in the spoke, but it's important to be circumspect and take some precautions. According to sports medicine specialist Dr. Peter Deluca, spinners have suffered nasty falls. From the repetitive motions of the flexion and extension, Spinning can cause some damage to the cartilage underneath your kneecap. If you plan on entering a Spinning program, dress appropriately.
Experts recommend wearing special low-cut sneakers and toe clips for safety.
Wear a Polar heart rate monitor so that you can control your intensity and train safely in your target heart zones. Always train at the level at which you feel most comfortable. If you begin to feel faint or dizzy, slowly stop pedaling, carefully get off the bike, and tell the instructor immediately. All that said, I still think vigorous walking is the way to go. You can do it anywhere.