Of all the classes we take it is my least favorite. In the first weeks Teddy was too colicky to do the class and he hated just laying anyway, so we started at 3 1/2 months. He doesn't cry but you can tell he isn't really relaxing LOL. He just loves to look at the other babies so that makes it worthwhile, although now he spends a lot of the time just rolling around.
I think the best time to do it would be to start around 6-8 weeks but I would do it based on babies temperament.
Baby swim on the other hand he absolutely loves!!! the first time in the pool I had him floating on his back and he closed his eyes and got a big smile on his face. Which I know definitely isn't the case for many babies.