
Don;t think your not fit enough for agility...After a couple of weeks your fitness WILL build up!!!!
I'm sure loads of people go to agility classes just for fun. There's also no reason why you can't go to ringcraft classes to learn how to show him and compete in local companion shows and thats it. Though our ringcraft we've had afew crossbreeds/pet dogs come just for socilisation of people and dogs and to do something with the dog.
Also why not try heelwork to music? If your little dog doesn't quite catch on the you don't have to continue but he might surprise you.
Give everything a try because if you don't like it you can at least say you've tried it. :)
Also why not teach your westie tricks at home, just to keep his mind occupied more then anything :)
Good luck with whatever you try :)