I don't do anything except walk into the group exercise room at my gym, for my strength/core class. I also went to a few spin classes this winter. Nothing has really annoyed me there, except for the perceived cheapness of the owners, but at the last gym I went to (12 years), there were lots of things. This was a huge, multi-purpose club, with tennis and swimming, lots of trainers and lots of classes. People routinely bugged me there, as in the woman who ran on the treadmill all morning, every morning, in full make up. I wanted to say "go outside." Sometimes, I would have to wait for ellipticals or treadmills in the late afternoon, but they really did a huge number of pieces of equipment.
People in spin class bothered me a lot. There was the fan issue, as has been discussed on another thread and more annoying, the "mommy crowd," who talked incessantly through classes. I still belonged to this gym during my first year of grad school and sometimes I went in the mid morning and it was soooo annoying. Then there was the guy who wore the same ripped sleeveless t shirt every single class for like 4 years. He smelled, too. Now, this guy has an $7K bike, he can afford a jersey.
At first, the women in the classes I am taking at the new place were not too friendly, but now that it's been 6 months and I am still there, they talk to me occasionally.