Emily and I decided to join Gold's Gym today! I've never belonged to a proper fitness club before; I've always just used the facilities at school or at the YMCA (with all the housewives). The monthly membership costs $39/month and all of the fitness classes are included.
To make things even better, Gold's Gym is only half a mile from our apartment, so once my sun poisoning clears up I'll be able to jog over there in the morning (or in the middle of the afternoon if I really want to punish myself). Since my office is only a quarter mile from my apartment, I'll also have the option of shooting over there during my lunch break (yeah, I have a job...more on that later).
The other fitness club we looked at was Club Elan at the Hyatt. It was exactly what you would expect at a tropical resort, with full use of the pool, tennis courts, spa, fitness room, and such, but it was a little too expensive for our tastes (and our budget).