Yes HappyGran, I have done for 7 years.
I love walking, but am a bit unco-ordinated & my balance isn't brilliant (!). I had a few ankle problems, and my physio initially suggested tai chi, but I had difficulty with the sequencing.
My physio suggested pilates, emphasising that I should not go to a big class, but one with individual attention. I go to one run by instructors trained in the Body Control Pilates method (not recommending them especially, just stating my experience). The classes are small (6-10) and the instructors very careful. Some people find that they can do a year or so, then do exercises at home. I have great difficulty remembering exercises correctly, and find that after a few weeks, I am getting them wrong (poor proprioception which accounts for my problems above, and is disastrous when trying yoga!)
So I go weekly - it cost £10 a class (where I lived previously it was £7.50)
The emphasis is on core strength, balance and correct movements. Each exercise is done individually (so no sequencing problems) and as the emphasis is on correct movement you are under no pressure to achieve a certain position. Some people in a class will have certain exercises they cannot do, and there has been individual attention about this, so they have a replacement exercise to do at that point.
I have had a total of 3 instructors, all of whom have been very professional and pleasant, although as you can see, I am not an easy pupil!
Having talked to quite a few people about this, it seems that yoga, tai chi & pilates (and possibly the Alexander method?) have similar goals, but that the different methods suit different people. Some of my friends find pilates "dull" - but I find it completely suits me!