There is a "starting point" gym on Guangdong Road, which seems good. The price is not particularly cheap, but it is acceptable.
There is a Tudor Fitness Club above Huaqi Department Store, which is a bit expensive, but there are preferential activities at present, so you can go and have a look.
Moreover, the "Haosha" of the Evening News Building is good, and the price is particularly cheap, but it seems to be Nankai District.