Hi Nadine. There are a lot of health clubs in Doha and many have fitness classes. I can't think of any that are open 24 hours, though. They range from very expensive to quite reasonable. My favorite is Aspire, the national fitness center. One thing though, if you come in May you won't be training for a marathon outdoors. The temperature will be well over 100 F even at night until October. And running on the corniche you would need at least capri-length pants and loose t-shirt. Many of the gyms have separated facilities and hours for men and women although I understand that the new gym in City Center will not. I have a friend here who is a personal trainer and she just ran a half-marathon last month in Dubai.