Health clubs and gyms are great for fitness training, but recent studies indicate that they're not necessary -- in fact, most people lose more weight by exercising at home. Not only that, it's cheaper than going to the club, and lots more convenient.
One way to keep your fitness training program from boring you is to exercise outside. That way, you get the benefit of changing scenery, fresh air, wind, and other variable factors. It's much better for you than staring at the same wall for an hour at a time, whether at home or in a club.