After work I ventured down to the Sports Club of Canada. It reminded me of Waterloo but with more cycles and weight machines. Nothing really special. Still thinking whether I should join.
The blue highlighted ones in the image below are the ones included with the membership. Closest to me is Steeles and Leslie... about a 30 minute drive away. Hmm... that's as far as going to work.
Update: OK I'm joining now. I have to go 3 times a week to actually make it worth it. Perhaps I'll even go on a day on the weekend.