Formal:
* Nous sommes allés nous promener. (We went for a walk.) This is the most literal and formal translation.
* Nous avons fait une promenade. (We took a walk.) This is another formal option.
Informal:
* On est allé se promener. (We went for a walk.) This is a more casual and common way to say it.
* On a fait une balade. (We took a walk.) This is a more informal version of the second formal option.
To emphasize the act of walking:
* Nous avons marché. (We walked.) This emphasizes the activity of walking.
* On a marché. (We walked.) This is a more informal version of the previous option.
The best choice for you will depend on the context of your conversation and the level of formality you want to achieve.