Well, since nobody has replied (and I don't live in SF, but would love to) - I visit there as often as I can afford to go. The 24 hour fitness facilities are nice. There is one at Pier One (Embarcadero, near financial district) and one at Fisherman's Wharf. Also, at the Embarcadero is a smaller more exclusive club called One (I believe) that has spinning.
HTH