shaunda91,
Winsor Pilates is very good. Also, you can definitely build your flexibility simply by stretching. Even if you cannot stretch very much, just do what you can, and even if you don't stretch very much at all, as long as you feel the stretch, it is helping. Just keep doing it and you will eventually become more flexible.
I do yoga often and there are many people in my classes that are not very flexible at all and they still participate and get the same satisfaction out of the class. If you are not very flexible there are variations to stretches you can do that are not as hard and you just keep doing it and work your way up to being flexible! Hope some of this helps!
Erin