We have done the same as PP. We use the Fairfax Co Rec Centers who publish their classes in a book (and online) called Parktakes. You do not have to be a member at the center to take the classes, registration for the summer starts May 15th and many classes fill up early.
We have done swimming (which she LOVES) and her class is now alone - I don't have to get in with her! They can start this at 3 (if you're comfortable with it) but do not have to be able to swim independently. Did soccer, but she didn't like it, although her school friend did really well. And we're currently in dance class which she does pretty well in.
They have karate, gymnastics and other classes for this set. If you are a SAHM or are able to do weekday classes for any reason, there are more options available. We also did Zoom Around the Room which is in their soft play room at 2 1/2 but they take kids up to 5 and it's a great way to let out energy during those cold winter months!