there is a fantastic gymnasium (Suterh) on Venezuela a block down from Defensa... its on the corner..huge old beautiful building with two pools, weight rooms , classes etc. It was originally just for city workers but is now open to the public for 120 pesos a month for as many visits as you like...only hassle is that i had to get a doctor's note saying i could do exercise.....I am over 60 so maybe they will let younger people go without an outside doctors note.....(there is a doctor in the building who reviewed my letter)....its great place...