I think that the "Diplomatic Club" has a pool as you can see in this picture :-
http://www.qatarembassy.net/Qatar%20Gallery/Entertainments/slides/Diplom...

but i'm not sure how much do they charge for a full year .

I'm a member in the Gold's Gym myself and they have most of the stuff most pepole would want like a jacuzzi ,massage's ,sauna etc .. but they dont have a pool :\ , so im not sure if you want somthing like that , they charge 299+50 QR for 1 month , 999+50 QR for 3 months and 3499+50 QR for a full year .. and they charge less for women i think .. morning to 12 is for women and then until 11 PM its open for men .

i hope that would help *_* .. and im sorry i dont really know a lot where you can get a club with a pool xD .

and for "secret of staying inshape without exercise?" ... for me its not really a secret lol , its hard for me to gain waight and if i stop i would actuly lose waight so i dont think i can help you with that lol .