A well-rounded fitness program includes both aerobic exercise and strength training, so you're on the right track — but it's best to avoid ankle weights when you walk. Ankle weights can change your normal gait, which may cause you to lose your balance or hurt yourself while you're walking.
To get more out of your walking routine, forget the ankle weights and simply pick up the pace. If you're in good shape, you might incorporate short bursts of jogging into your regular brisk walks. If you're less fit, you might alternate leisurely walking with periods of faster walking. For example, if you're walking outdoors, you could walk faster between certain mailboxes, trees or other landmarks.
If you'd like to include strength training in your fitness routine, you have plenty of options. At a fitness center, you might use free weights or weight machines. At home, try small dumbbells or inexpensive resistance tubing. These elastic-like tubes offer weight-like resistance when you pull on them. They're available in different tensions to fit a range of abilities. Of course, your own body weight counts, too. Try push-ups, pull-ups, abdominal crunches and leg squats.