C.S.
I know many churches that offer Mother's Day Out Programs have summer camps for preschoolers. The one we go to has 3 weeks of camp (Monday, Wednesday and Friday from 9-2). It's in Allen (Suncreek United Methodist Church).
I know Allen ISD has summer camps for 2 1/2 year olds as well. I think they are 5 days a week from 9-2. This would certainly give you some free time before new baby comes along!
The other option I can think of is "mommy and me" classes at Gymboree Play and Music. The one is Allen has a class each week, but you can go to "open gym times" several times a week as well.
Good luck finding some fun!