We did both and liked Little Gym much more. I thought Gymboree was fine for kids prior to walking, but they aren't set up for kids after that point, equipment wise. Also, the instructors at our Little Gym were all involved in sports somehow (either they were former gymnasts or dancers) whereas at Gymboree they just seemed to be housewives earning a little extra money. I also didn't like that Gymboree at such broad age differences for their classes; some kids were barely walking, some were toddlers capable of running.
ADDED: I just read about the poster's experience at both. We had the exact same experiece at Gymboree (in North Carolina). There was no space to run around in (which really, they do NOT encourage) and the instructors were sort of not into the whole thing. I felt, especially for an active boy (like mine) it was not the best experience.