I love Zumba. I haven't been going as consistently as I know I should be, but I was able to see that by not going to Zumba for a few weeks, my stamina dropped off considerably both while trying to get back into Zumba and when exercising on the treadmill or elliptical.
I will say the most important thing is to have fun with it. I have a couple friends who refuse to take the class or become frustrated while participating. They feel that unless they get all the moves correct, or unless they are at the same pace as the instructor, they are not doing it correctly and its a waste of their time. Just keep moving, and you'll still see the effects.
Also, I know that some people highly recommend the Zumba for Wii, but I do think there is something about being in a class with other people, everyone having fun, that gives so much more to the experience. However, I am a person who likes to have people around me, so that is just me.