Gyms: fitness first of Tudor Street; One on Exe Bridges
http://www.exeter.gumtree.com also offers classes and community events etc, so get familiar with this site!
I tried a few dance classes. There are some at the corn exchange. the guild offers some, if you want more information then ask me!
Try the noticeboards of the University, the Library, and the Exeter Phoenix.
Taken from existing document - credit: Kuenley Chiu
Things to do/see around Exeter? an incomplete, and ironic list of country specialities: