Bear in mind that you and your wife can go for a “couple membership” to subscribe to the gym at any of the hotels(Sheraton?).It is substantially cheaper.

Another place is the "Gold's Gym" by the airport. It is somewhere midway between two malls by the name of the Mall and Lulu's.

Peace

"Love is not a mere sentiment. It is the ultimate truth that lies at the heart of creation."

Rabindranath Tagore