OK, I know Fremont isn't Wallingford, but what's a few blocks between friends?
Sound Mind & Body is a big, clean, well-managed and reasonably-priced gym located right on the Burke Gilman trail (just a 5-minute ride or 15-minute jog from anywhere in Wallingford).
In addition to the usual gym features (treadmills, ellipticals, stationary bikes, free weights, weight machines, etc.), they have several different workout spaces devoted to different kinds of classes (step aerobics, yoga, etc.).
The standout offering - at least in terms of local buzz - is the ski conditioning class. My wife and I took the class our first winter in Seattle and it more than lived up to its billing (I'm pretty dedicated about my fitness, and I hadn't worked out that hard since college).
So if crossing the border into Fremont doesn't give you the heebie-jeebies, SMB is your best bet.