L.D.
I can highly recommend Gymboree Play & Music (31 Allen Avenue in Webster Groves, ###-###-####, http://www.gymboreeclasses.com/b2c/customer/localInfo.jsp). I took my son there for parent/child classes starting when he was about six months old. Besides being good for his development, and our relationship together, it also gave me a great opportunity to meet, socialize with, and make friends with other moms.
We also like The Little Gym (several locations, see http://www.thelittlegym.com/sm/country.180/state.23/locat..., although we don't have as much experience with them because we have not yet actually enrolled in any classes. Their classes go on a "semester" schedule. They have parent/child classes for the younger ones (under 3), and then the older kids (3 & older) are in class without a parent. They also have dance, karate, cheerleading, and sports skills classes for older kids. So far we have only done a (free) trial class and their recent (free) Halloween party and a few days of "summer camp".
Both my kids (son who is now 4.5 and daughter who is almost 2) LOVE both places.