The men's locker room.

The locker room is fairly empty when you walk in, seeing as you apparently came in a bit after the usual surge of gym-goers that day. Still, it's not the most comfortable place on Earth, by the very fact of it being a public locker room, and so you do your best to get in and out, quickly, trading your t-shirt and jeans for a tank-top and pair of gym shorts (a pair of snug but soft grey boxer-briefs on underneath), hastily shoving everything into your locker.

Walking back out into the main area, you aren't quite sure where to start first:

• There are a number of treadmills and stair-machines on one side of the main room, windows all along behind them and a few TV's set up in front, while the other side of the room has a number of weights and lifting machines, mirrors lining the wall closer to them. The room seems a little quiet right now, but there are a fair number of men and women on either side.
• The woman at the front desk mentioned that just down the hall were rooms for trainer-lead routines, martial arts, yoga, etc. You saw a class of almost entirely women headed that direction before you entered the locker room, but maybe if you were to hurry they would accept a walk-in member.
• On your drive up, you saw a number of outdoor fields and courts for various sports activities; basketball, tennis, and the like, along with a running track for anyone looking to run in a sunnier environment than inside on the treadmill.
• Though it would be a little odd to start your day with instead of finish it, there was a sign saying the gym had just installed a sauna. Not the most taxing activity, but maybe it would be a nice thing to try on your way out.
• If you looked hard enough, there was probably something else to do that wasn't immediately obvious.