For us, most group classes have been really bad but we found one that has been great - a parent-tot gymnastics class with a particularly great teacher. As a bonus, there are a number of gymnastics places in town that have open gym for kids under 5. Even if you don't try out the classes, really recommend open gym as a place to be a bit of a daredevil and bounce where everything is padded... Really, it has been a sanity saver this winter.
As soon as I read the original post, I was going to suggest a parent-tot gym class. We did Little Gym but I think any gym class would be wonderful. My son (now 4) would not attend any of the other parent-tot classes I thought he would enjoy but he loved gym class. We go to open gym and I am planning to enroll him at a more traditional gymnastics center this summer.
Parent-child swim classes also worked well or us. DS stopped napping around 2.5 so it seemed I never had any down time. An early morning swim class guaranteed a two-hour afternoon nap so I would have some time to myself (although I often fell asleep as well).
