Get online and google for your city's parks and recreation department. In Georgia it seems to be that most of the sports and recreation are at the city level, more than the county. Also, I've noticed that the prices are a LOT lower if you use the services for your particular city, because you are already partially supporting parks & recreation with your property taxes. (If you live right near the border of two cities, as we do, an Alpharetta park might be the most convenient place to do baseball or soccer, but it's cheaper to sign up at a Roswell Park.)
After paying hand over fist for places like Little Gym, I was very pleasantly surprised by the affordability (and diversity) of activities put on by Roswell's Parks & Recreation department.