Hi,
"Always Gym" in Palermo Soho on Paraguay 4443 has classes (Body Pump, Yoga, Pilates, Body Combat, Latin Rhythms, Spin, etc.) and is reasonably priced - $180 pesos per month. The equipment is a bit dated but not bad, they have some newer treadmills, free weights and machines. Try to work out near the entrance as on hot days (like all of last week) the back of the gym tends to feel like a sweatbox! But if you get there in the morning or late evening, it's not too bad. Let me know if you decide to join and would like to take some classes together as I could always use the extra motivation!
K