I really enjoyed Body Harmonics. The instructors were really relaxed and knowledgeable, and were patient when showing me how to use the reformer machine (my first time).
I like their approach - it's not about getting a crazy intense workout as much as it is learning why and how to do things properly. The funny part is that even though I didn't feel like I did a ton of hard work, I was really sore the next day. I worked muscles I didn't realize I had.
If you are serious about doing Pilates properly, this is the place for you.