Take plenty of glucose would be my tip! I used to do about an hour in the gym and found I needed to test regularly (I did it in between machines) and top up with glucose tablets as necessary.
For classes, I always test right before ot starts, then at regular intervals. I put my glucose tablets and meter ready at the side so I can nip back to them easily. I also swim and do the same for that. Beforehand I reduce my bolus if eating a meal within a couple of hours of exercise.
Bear in mind that some people find exercise raises their sugars though, so be led by your own body.