Hi
There is a good local gym in Los Alcazares, around the corner from the post office. Never been, but heard its quite good. There will be a brand new one opening soon, just went to have a look this morning. Its in the Maxi Dia centre which is in Los Narejos, through the arches, past Oasis and left at the roundabout. Where the multiplex cinema is. Theres nothing there as yet, they are waiting for the ok from the ayuntamiento (town hall) and then moving the equipment in forthwith. So, it should be open by about 2012!! Failing that there is a yoga class at the biblioteca (library) on a Thursday morning and from the 23rd September a yoga class at the Las Claras centre on Tuesday. Hope this helps....
Angela