Not being smart Holtend but notwithstanding specific athletic type training I've always found it amazing the amount of people who join gyms rather than get fit themselves.
Since I joined a gym nearly 3 years ago, my health has never been better, I have met people at the gym I lost contact with, I have the option of using the sauna or steam room etc, the only real way to lose weight (in conjunction with healthy eating) is by using weights with cardio workouts, getting professional advice from instructors etc. I find I have more energy and my mind is sharper.
I use the gym regularly and the cost is justified by the above. You only get out of it what you put into it