I bought Tony Little's rock and roll stepper and I like it alot, although it tends to "walk" all over the floor.
Once I started using it, I found that there are similar products out there, that are also alot less expensive. Here is a list of the lateral steppers I have found;
V-Fit Balance Pro Lateral Stepper (29 british pounds)
rock n roll stepper (I paid $79.95 plus s&h)
Cory Everson Bilateral Stepper
Cory Everson Bilateral Balance Stepper ($59)
IBSlender Aerobic Stepper (this one is red)
Swaba Stepper
Body Slender ($34)
They all look identical except logos and color. I would recommend shopping around.