Gym is a must for us as well, many resorts have fitness rooms ranging from useless (Saphire) to very nice as is Simpson Bay Resort. Some require you to be a guest there for no charge and some charge even the guests. we have used the one at Rainbow a couple of years ago, no locker rooms or showers as I recall but good machines, only real issue there for us was it opened at 8:30AM and not always promptly. Also checked out Marci's but found the lack of AC to be a problem for us old folks, don't mind sweating but dropping dead would be a problem. Our favorites are for short term stays Simpson bay Resort, beautiful view, great facility with lockers and showers, can pay daily and opens around 7AM I think. For those that go regularly and for more than one week we love the Club at Port De Plassence (sp), you can get a couples monthly membership that gives you full access, has cardio, weights and mats. Beautiful facility with lockers and showers but best for us was its early opening, around 6AM. We would head there, workout, shower and head for breakfast and the beach. Probably for your first time and if only for a week I think Simpson Bay Resort would be my recommendation.