There is a gym at Al Liwan Suites (not far from airport), on the 6th floor with a small swimming pool and sauna. Membership is only QR 200 for a month. There is also gym in Bio bil Health Center opposite City Center. It is beautiful! they have aerobics classes almost every day, a nice swimming pool, sauna, whirlpool and gym of course. Very nice, although more expensive, but I think it is still reasonable in Doha. QR 60/day and around Qr 500-600 for a month, I don't remember exactly.