Not all gyms are expensive. There are those pay-per-entry gyms which are perfectly adequate (aesthetics and crowd aside). They are very liberally strewn all over the Klang Valley. Even a backwater like Kuantan has 3-4 gyms, so I don't see where's your problem. (Unless you're in Tanjung Malim or someplace similar, in which case getting out of that hole is your priority, not gymming.)