You can try Myfitness in Endah Parade, quite a good fitness centre, the weight training section quite adequate. But the only problem is the centre was opened in four to five years back. So do not expect those machines are new.

By the way, it is worth for money, i guess it is below RM100 per month but you have to buy the package for at least 12 months lor.

If can pay higher, you may try newly opened celebrity fitness at ground floor.