@BigMud I built a gym for my sims right across the street from their home. This is a screenshot of gym in its second stage.
In the first stage, it had a foundation with only four punching bags (because of course they're the cheapest) and one toilet/shower room.
In the second stage, I added another toilet/shower room, more gym equipment, and a yoga classroom (still no walls). Once I left build mode, sims from other towns immediately abandoned their own nicely-equipped gyms to come hog the equipment in mine. I realize the photo's hard to see--these sims showed up surprisingly late at night.
After laughing a bit, I briefly entertained the thought of creating another smaller, lockable room for my own sims to level their Fitness. Maybe make a club with a gym trainer?
Sorry, I didn't have any "good" pictures of my challenge, but I thought this one was funny, athough a very dark shot since my sims couldn't afford to buy lighting for the gym at the time.