J.P.
Hi,
This may not be a big help because I can't remember the name of the place, but my sister takes my niece (she's 2 1/2) to a dance class in Snoqualmie. It's exit 25 off of I-90 and the dance studio is right next to Ana's Mexican Restaurant. Also, check the parks and rec for your city. They have them too sometimes.
J.