M.A.
I have done "we kids rock" with my two+ year old since he was nine months old and it is great. My 9 month old daughter has been tagging along since she was 3 months and now she loves dancing and clapping her hands. You can check your local YMCA for swimming classes. Storytime at the library is great. "The Little Gym" in Pike Creek starts at 4months (I think) for good gross motor skill development. When the weather is a bit warmer you can go to local farms and petting zoos like Coverdale Farm and Milburn Orchard (in the Fairhill, MD/Newark area). The Delaware Art Museum has a fun kids room where the babies can safely roam and explore worlds of art and creativity without getting messy!
Good luck and have fun!!!