Hi Emily,
One place I'd recommend is the Heaver Studios (entrance in Streathbourne Road, Heaver Estate). It's the home of a ballet school called Ecole de Dance but they do rent it out.
It's a beautiful studio, easy to get to transport wise and having just looked at the class schedule, they ironically don't have any classes on a Wednesday
http://ecolededanseofbalham.co.uk/location/