Here's something I just found out and took advantage of, saving myself several hundred dollars a year.
Your health insurance company may have a program that pays for or gives you a discount on gym and fitness club memberships.
For those of you who have Blue Cross like I do, they have a program called Healthways Fitness Your way which, for $25 per month, gives you membership to over 8,000 gyms. You can go to as many different gyms as you want as long as they participate. The phone number is 1-888-242-2060.
I was paying $450 per year for a single club membership and now belong to two clubs for only $25 per month, one of which gives a pass key so you can work out anytime.
It's worth checking it out. Good luck.

My insurance company wants to send me to a physical therapist 60 to 70 miles from home, $25 co-pay per visit, 2 visits a week for an hour at a time.
Instead we're going to a resort 6 miles from home $116 a month for both my wife and myself. We can come and go as we please and stay for as long as we like. They have the same equipment, better facilities and they're clothing optional so we save a fortune on laundry.

Yes, I believe you made the right choice on that one.
There's is a difference between physical therapy and a regular gym membership though. I was refering to the later.

That's the thing that got me, all they had me doing was resistance training. I figured I can do the same thing, a lot cheaper, at a better facility, closer to home.

So what happens when the health insurance folks realise that they are paying out for lots of doctor's visits due to injuries received at the gym?

I've been going to gyms for over 30 years and have never seen anyone get injured.
Working out and keeping in shape saves the entire health industry money.