Since you are at the gym, it may be problematic to use spinervals since they are video. But there are mp3s available for things like interval training. At the gym I use Cardiocoach. I think there are also tracks available at ITrain, but I have never dl'd from there.

You might also check out podcasts from ITunes as most of these are free. I haven't looked for spinning specific ones, but there are all types of workouts available there.

HTH,