The best part of my day is the gym fitness class. I understand!
I go 3 times a week (and run at night after they are in bed and husband home). DVD's @ home or even going to do the equipment by myself does not push me like a class. Mine are 1, 3, 4 and 6 (and a 5th on the way). They go to the Kid's Club. It's not something I'll argue about. I do pack each a fun snack to motivate them (food is allowed).
I did work the preschool schedule to my advantage, meaning I can get most out of the house anyway. But if you go in the evening, preschool then probably isn't an option.
I'd say you might just have to go in the evening (and go at least 3 times a week), and your daughter will have to accept it. Maybe the Kid's Club needs better toys, etc? Is management open to suggestions?