A cheap gym option for Costco members is $199/year at 24 hour fitness. I loved that gym because it had so many classes. Also when we lived in CA they were everywhere, so I could always find one close to home to work out.
Unfortunately now there isn't any 24 hour fitness gyms nearby so working out is a lot more expensive. However for those who have a 24 hour fitness nearby check out this deal.
Staying fit and working out should be a priority for everyone. It's great to be financially fit, but you have to be healthy enough to enjoy your money as well. There is no point in saving for retirement if you die before you get there.
Even thin people need to exercise to fight osteoporsis as they get older.