I go to the Pilates Matt classes at the Bulimba location (Quay street). They are small classes so you get individual treatment, with the instructor always checking if you are doing the movements correctly - unlike large gym classes, where the instructor can't possible watch everyone effectively. They are also a huge amount of fun, we always have a chat and a laugh. I often show up to class feeling tired and run down, but the energy of the instructor and the stretching and mobilization exercise always makes me feel re-energized. Everyone who works there is extremely friendly and gets to know you, so it is a very personal, fun and welcoming experience.
Of course they offer other services such as physio, reformer Pilates, Barre classes, etc, but my experience is with the matt classes. As an added bonus, as it is operated by physiotherapist, you can claim the classes on your private health.

Approximate cost: $17