A plus to the Y: you can use your membership to have access to a YMCA anywhere in the country. I've used it everywhere from the Oak Square branch in Brighton (rock-climbing wall) to the fancy one on New York City's east side.
A downside: the locker rooms (women's and girl's) are not so classy. For the girls, especially, no privacy at all for changing and there are frequently young boys in there. The boys should be using the family changing room. No private or semi-private swimming lessons available.
Pros: Affordable, good hours, good instructors
Cons: There is always some equipment broken in fitness room
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