Jan, sorry this took so long, got too darn busy.

My Belly Band is a Bianchi. I think it is the Ranger model.I'm not sure if they still make it, but if not there is probably something comparable.
I can't say I have heard of anybody at the gym wearing one. I suppose it could be done but I see some problems. One,it would have to be a very light gun. Workout clothes don't usually have a strong waistband, so the gun is going to work up momentum as you run. I wouldn't want it falling out,and the Belly Band is not a stiff holster,it relies on the pants to keep the gun secure. Two,it would have to be stainless or polymer. Sweat would rust a blued gun in the first workout. Three, if you use their locker room facilities it will be tricky. I don't know what the women's locker room is like but I'm a member of the YMCA and in the men's we all go in there and strip down in front of a bunch of other guys. (I know, it sounds gross, I try to ONLY make eye contact).

If you are wearing a gun in an environment like that it is going to be spotted. That may not bother you, and in some states it would be OK, but then people are going to see you put it in a locker. I would not feel comfortable having people know there is a gun in my locker, and the gym may have a problem with it too. If there is a private changing area this is not a problem.
Probably a better idea while jogging would be a pocket holster. With sweatpants it might not work,but if the pant have a little more substance it should.
I think if you try a Belly Band you'll really like it.I have heard it can be worn differently on women, but something should work. The thing I like is the shirt can be tucked in over the gun.You just grab a hunk of shirt, rip it up, expose the gun and draw.It's not a quick-draw method, but it works very well.
Take care and let us know what you decide to do.
Jim