Hi Katie,
I can recommend a very good one in Madrid called the Body Factory phone # 91 416 18 86 on Calle Santa Rita, no.10.
My son used the
Body Factory in Madrid and Santiago de Compostela (in front of the University) and he loved them. He said the
Body Factory gyms were spotless and the equipment was first class. They have trainers to help as well.
he also used the gym at the HUSA Princesa, we stayed there so it was free. But for a fee you could use it as well. But chris said that it was too small and the equipment was old. Body Factory was better.
BTW there are gyms everywhere in Madrid, folks are into health and fitness just like here. We also found a great Health fod store by the Chamartin Station, where my son bought some protein. BTW If you use US products like Myoplex, I would recommend that you bring your own because they do not sell the same products in Spain.
Enjoy!