Are you planning on paying for a gym membership? Why?
In Bangkok, I used the fully-stocked and recently renovated weight room at the National Stadium (Ramkhamhaeng) for 40 baht/day. Running track, swimming pool (fee) and other facilities were available.
In Chiang Mai, the stadium just north of the moat has a weight room under the bleacher section at the running track, similar cost a decade ago.