Walking or running on an incline is inherently more challenging than walking on a flat surface, so you may want to make sure your treadmill has this feature if you're looking to build more leg strength or increase the intensity of your training. Changing the incline can also help keep you engaged if you tend to get bored during treadmill workouts. Plus, the incline feature may help you prepare for the hills you'll encounter if you also run or walk outside.