I am a member of Bally's and can attend any one in the area. My favorite location is located in the Century Mall on Clark & Diversey. It has tons of machines, a large selection of classes (Kwando is awesome!), and a pool. Unfortunately, it's not easy for me to get down there anymore so I've started going to the Cumberland location which has amazing Kwando instructors. The location on Webster is pretty good too, though it doesn't have a pool. If you're looking at going to a gym - I'd recommend a Bally's.