Depends on whereabouts you are -- Megatlon has gyms in Barrio Norte (Riobamba & Sta Fe I think), Recoleta (Arenales & Callao approx) and Palermo (Alto Palermo shopping mall). There's also Well Centre -- I think that's the right name, someone else will correct me I'm sure if I've got it wrong -- they have a few different locations as well -- one is on Coronel Diaz & Sta Fe. And Club des Amigos.
Megatlon is good, new equipment, the Alto Palermo one is pretty packed but I see like me you work from home so you can probably do what I do and just go in the middle of the day. The Recoleta one is the best one and has always been empty. They want 90 pesos a month but somehow I've managed to only pay 45...
Others will have opinions I'm sure!
I go to Well Club. They have 5 or 6 different locations. I don't think any are quite as big as Megatlon. But they all have gyms, classes, spinning, sunbeds. One in Arenales has a pool and is open on Sundays and some of the others have saunas. A monthly membership is 90ps, yearly works out at 60ps a month.You can use all the locations. Megatlon in Alto Palermo wanted to charge me 180ps a month! or something ludicrous like that.