What kinds of exercise can I do to get thinner?!

I am trying to lose weight (about 20 pounds maybe), and I need some new exercises. Currently, I am dancing for somewhere around half an hour everyday, and the dance that I do over and over is very fast, and everyone I know who knows it agrees that it is VERY tiring. So by the end of my half hour or so workout, I am very exhausted. I eat right-I haven't changed how I eat, but I've never had much candy or junk food, or even soda, so I already eat fairly healthy. What are some other exercises that I can do to lose weight? I am trying to get out walking or running but as it is winter and I can't drive yet, that's a challenge right now. Thanks!