I love Zen Hot Yoga. you sweat and stretch. It not only makes you flexible but it burns calories. They also offer a range of day spa treatments that are totally fab and reasonably priced. They offer all kinds of yoga as well - ashatanga, power, easy as well as pilates. Their service is always friendly and they are so helpful especially when you are trying to learn how to bend and stretch your body into all those crazy poses.

Approximate cost: $20