Welcome to Lausanne Brittany.
Since you are a reader. You will find that English books from FNAC, Payot etc. are very expensive. The two English websites to use (unless you are going back to the States all the time) are www.bookdepository.co.uk and www.play.com . Both offer free shipping to CH.
For Pilates you can do a www.google.ch search using "pilates +lausanne" and you will get the list. The only one I know that has the reformer is www.pilates-lausanne.ch . It is located in Place St. Francois. There are some other yoga/pilates places such as www.yogaworks-lausanne.ch that is in Place St. Laurent (near the second Starbucks). Owners are a couple: she is CH and he is NZ. Website is in FR/EN.
Good luck with the French. Try not to spend all of your time with English speaking people (too easy to slip into this).
You and your husband should try to get to Jasper's next monthly drink. You will meet lots of people. Next one is in Feb. so look at the activities list over the next couple of weeks.
Good luck,
Vebier