I highly recommend The Body Gallery. I've been a client there for over 6 years, and have never once felt tempted to go anywhere else. As someone who was never a dedicated exerciser in the past, I got drawn in by how much I enjoyed their program, began to go regularly, and I continue to look forward to every session years later. I have gotten in the best physical shape of my life thanks to my instructors there. They are excellent - very knowledgeable about pilates and how the body works, and also really fun to work with. Plus the sunny studio is very intimate and relaxing - only a few people can work out at a time, and there's always a warm, calm, friendly feeling there. Very down-to-earth and personal, but incredibly professional at the same time.
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