If you feel a little intimidated about exercising with men in a big sweat-infused gym room, consider joining a ladies fitness club. Don't worry- not all the ladies in the club are trim and physically fit. That's why they're there. You'll find ladies of all shapes and sizes at the gym, and you'll make some wonderful friends.
If you have a buddy that you can go with - talking during the exercise makes the time go by much faster, and the accountability is helpful on those days you don't feel like dragging yourself to the club.
One benefit of working out at a gym is that you have trainers who can show you how to do the exercises correctly. People can "spot" you during some exercises, if necessary, and guide you in correct form and to avoid injuries.
Another benefit is that you will usually find a large number of exercise machines that you may not be able to afford yourself. If you tried to stock your basement or garage with the same equipment, you'd run out of space and spend thousands of dollars, to boot.
Downsides include the cost of a membership. While it can be costly, if you go as many times as possible/practical during your week, you lower the effective "per visit" cost. If your schedule doesn't' allow you to exercise during the time the club is open, it might be better to find another club or another mode of exercise.
Some people are intimidated about exercising in form of others and prefer the privacy of home. If you can move past this and realize that no one is watching you and that everyone looks just like you when they're on the same machine you are, you'll derive great benefit from a gym membership.
Try to find a health club as close to your home as possible. If you have to drive very far to get to the club, you're likely to find less time to make the trip. You'll find on cold winter days that it's preferable to take a nap over driving to a gym and having to drive back home when you're done.
Many gyms will allow you to come in and try out the machines for a few days before deciding on joining. This is a very good way of getting the "feel" for a place and seeing if you like the style of workout you'll get. You'll also be able to ascertain the mood of the gym and what sort of music they play, etc. This may seem like a small thing, but it can make a big difference in your workout and energy levels while there.
Another option is to find a fitness trainer. This person can help you do your exercises correctly and can also show you different ways to do exercise in case you're in pain or pregnant. When looking for a trainer, you want to ask where they were certified (and check the certification paperwork). Look for someone with whom you feel comfortable. A good trainer will explain things and is patient as you learn.
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