I also attend Kindergym with my 2 year old son at the Olympia Center downtown. You can Google it for a website. We love it and it is about $20 a month, meets 3 days per week. Before that we attended the Toddler gym which is only 2 days per week. One or the other may be good to take both of the kids to at the same time, since you have to stay with them, and the staff are really nice and may let you sit in on both classes before you register to see which would be better for both kids. Olympia is a pretty children friendly town and with a little research and creativity there is always something to do. Another favorite of ours to do on the weekends is The Hands On Children's Museum, also downtown.
Also, I am currently searching for daycare and there definitely is daycare of all types available. I was looking for a non-religious based daycare for my son 2 days per week. It was hard to find a both part-time and the type of curriculum that I wanted, however I just met with a woman today and will most likely enroll my son with her. Her website is www.BrightBeginnings-Carmen.com
Also, in Olympia there is a free service for a daycare search that will give you a list of licensed daycare centers and homes their website is www.ccacwa.org They reply within minutes and it is an actual person who performs the search, not just a computer.
Hope this helps, I know it was a long reply, If you have any more questions, feel free to contact me. I have lived in Olympia for a little over 5 years now and love it!!!
S.