You will love pilates! You will notice a difference after the first couple times. Some of the moves are a little difficult, but just stick with it and you will be surprised at how quickly you will be able to do more and more! It's a great mix with the cardio.
Don't feel guilty about your splurge day! Just get back on track and any weight you gained should be gone in a couple days. Take this from me, the weekend-weight-gainer-weekday-recovery expert!