A local gym. I like it. It's actually pretty big to be a local gym -  with a Spin room, 3 studios for classes,  a full tannning facility w/ a bunch of beds, and a big "kids club" with an indoor playmaze. In fact, it's 3 times larger than the local World Gym, but still has a personal feel, and our YMCA is a dungeon with a pool (old, dark, dingy, small). 
I go for free b/c I'm technically still a trainer there, so can't beat that with a stick.