The LCSD does have some very nice gym facilities. I was at a newer one in Fanling (or maybe it was in Sheung Shui) and it was very impressive. A lot nicer than the private clubs I go to..
That being said this LCSD gym was very busy and packed with people. You had to wait to use some of the equipment and the running track felt like you were in Pamplona. So as nice as the facilities are, I would never go back. I don't have time to wait in line for equipment while I at the gym.