Both of the mentioned above have a free class offer where you can go try their class out without any obligation to sign up, (of course they want you to sign up else they wouldn't offer it, lets not kid ourselves this is a marketing ploy).
We went to a trial class at both these places and we had a lot of fun. They both have tons of locations across the United States for kids of all ages.
Gymboree has a different theme every week. The theme for the class we went to was "on and off". So while we played with the equipment, balls, parachute, and bubbles the instructor emphasized "on and off". The pros about Gymboree is that they are just a bit cheaper than the little gym, they offer different types of classes (Ex: music, play and learn, art), and they have an open play that you can go to at certain times. The cons about Gymboree is I felt like we were just at an indoor play ground and was glad I hadn't actually paid for it because I can go to the park for free. Here is the website where you can schedule your free class www.gymboreeclasses.com
The Little Gym is different in that they let the kids play but they incorporate basic basic basic gymnastics. Rather than being an indoor playground it's pint size gymnastics equipment padded to the nines with fun little niches made everywhere. Which when I went I was thinking, what can they really teach my little girl who just learned how to walk but wow! they really do teach them some great stuff. And it's not like a gymnastics class with older kids where you stand in line and wait your turn to do something, your child gets to wander and then throughout the class your instructor shows you how to use the equipment and how to spot your child and let them do it when they are ready. They also do the group activities like bubbles, balls, parachutes, etc alternatively every week. Here is their website where you can schedule your free class
I only compare the two because these are the only parent-child classes I could find in my area. We signed up with The Little Gym, I had every intention of signing up with Gymboree because they were cheaper but after going to their class it was obvious to me why it was cheaper. Different people like different things though so maybe Gymboree is for you. Even if you don't want to sign up for a class, the free class is still a nice 45 mins away from the house.