So many options! For yoga and pilates, you need Liza Cawthorn or Triyoga; for group and personal training, try Fit For a Princess. We have tried and highly recommend them all.
However, there are many personal trainers out there, so check back soon for more details and recommendations.
http://phfitnesstraining.co.uk for Liza
http://www.triyoga.co.uk
http://www.fitforaprincess.co.uk/primrosehill.html