Between Dallas and Ft Worth is still a big stretch, Arlington, Euless, Hurst, Bedford, Grand Prairie, etc..
Arlington has a Golds Gym for example, but is the only one between to two cities...
https://maps.google.com/
Enter one of those or a zip and hit search, then from the results search Gold Gym to narrow down, then search hotel.
**Sounds like a smart ass response but really is the gym a big factor when a lot of places have gym's included?
***My advice if the gym is deal breaker is maybe try "North Dallas" There is a Golds in Plano for sure and a lot of places to stay in the Carrollton, Addison, Richardson triangle.