There's a PEKIP class that meets in Wan Chai near Pacific Place for the older babies (@ 9 months). Alison's Letterland is in Causway Bay, but there are a ton in Central which are only about 5 minutes from you like Panda Junction, My Gym, Gymboree etc...
I second PEKIP. It's the one class that I'd do again if ever I have another baby! They accept babies from 40 days old and I just checked their website. There should be classes on Tue and Sat for your baby's age group.
PEKIP still holds classes at the Hennessy Road building (see Neha's post) and also at the Stanley Community Centre. My friend is currently taking her 6-month old girl to the one in Wanchai.