I haven't done Little Gym, and we only did Gymboree for a few months, because the one near us went out of business mid-semester. We finished out the semester by driving to one about 30 minutes away, and there was a big difference in the teaching styles and even the format of the class. I probably wouldn't have continued with it after the trial class if our first teacher had been like our second one.
My son (who was between one and two at the time) loved Gymboree, but after it closed, we switched to Kindermusik and we've been with it ever since (6 years and two kids later!). They don't have climbing equipment, but it's a very physically active class, it keeps the kids engaged (while accounting for differences in kids' temperment), and it does a lot to help kids learn to take turns, follow directions, balance, create rhythm, etc. I highly recommend it!
We've also done mommy & me tumbling classes at the local rec center. They aren't quite as structured, but for the price, I thought they were a good substitute for Gymboree. Ours are for ages 17 mos. and up.