Read my response to AMZ's post. Most insurance companies require PT before they will OK other therapies. It didn't do anything for my fibro pain, but I continue to do the exercises to strengthen my core, as that helps with my spine problems.
I've had lots of other PT for other conditions: spine problems, knee surgery, hand surgery (occupational therapy) .. These PT sessions involved the usual exercises, but also various types of stimulation, heat and cold, and hands-on by the therapist.
The PT my rheumy had me go to was only 1 session! I watched a video, practiced several exercises with a pretty good therapist and was given a good booklet. There was no reason to keep going back to the therapist just to do exercises. If the rheumy wants some other type of therapy, ask why and how will it help. There's usually a co-pay for PT, or it may be out of pocket at $100 or more a session.
Aerobics, even in water is probably too intense for fibro if you are in a lot of pain. Do you have any pain meds? I discussed tramadol in my post to AMZ.