If money is not a huge concern, check out Pint-Size Picasso classes in the Arden area. I found the classes to be pricey but many fellow moms love it. Also, Busy Bees Studio.
A lot of the local museums have occasional arts & crafts programs. Crocker Art Museum is one, as is the Discovery Museum. Info is on their websites. Many times they are free. Similarly, the local libraries often have different creative programs - check out the Sacramento County library website for schedules.
We have an easel set up at home with crayons and markers and finger paints. I also make playdough for the kids (often scented so they can explore their sense of smell) and on some days, I take out cookie trays and put shaving cream into them so they can have fun making shapes and exploring texture. Clean up is easy because the shaving cream is basically soap. If you have a chance, look at the PBS website for "A Place of Our Own" - there are a lot of creative ideas there for home-based arts and crafts projects.