I have been a member of a few and have mixed views of them.
First, David Lloyd is extremely expensive and is often full of pretentious morons. As a squash player, I was stung aroung £1,500 a year for annual membership (raquest membership costs more than standard membership) when I was in Southampton and, although the facilities are good (but not outstanding), they are not noticeably better than any of the other private gyms
However, I am now a member of LivingWell and have found them to be reasonably priced, well-run clubs. Additionally, you can use any of the LivingWells throughout the country, so you can use them when you travel in addition to getting discounts at Hilton hotels (to which they are often attached).
I've been to a few council gyms and the Bolton Arena is about the only one that I didn't feel like I needed a tetanus injection after leaving.
Given that LivingWell gyms ar around £25 a month, it's very much worth a look.
Additionally, you may be interested to know that FREE gym membership can often be found with certain life insurances. A quick Google search will yield further details.