I have join My Gym in 紅磡. My BB has already gone for several classes. She goes with her little friend so she is actually quite happy!
For trial class, all you need is to phone and book. They will see which class has less people for you to try. The first class is free. They will want you to fill in a form after class, but they actually will not ask you to join! If you want, you could ask them.
I have also tried Gymboree in Central and I also think it quite good, but the venue is a bit difficult to go ( I have no car!!)
As for Little Gym, some of my friends said they are very hard-sale!! So I have not tried it