Finding the right gym is something of an artform. I'm not sure I've mastered it though. I spent a good week or so investigating the local gyms, ended up joining one in London Bridge and I'm not sure I made the right decision.
Virgin Active - Strand
Very nice. Very shiny. Lots of machines. Has a relatively small pool. Most of the free weights were available. Just hideously expensive, not quite as easy to get to for me as ones near London Bridge and the membership person wasn't very helpful. You also have to fill out a whole lot of forms to even get a trial. Towel service extra. Men's toilets were a bit nasty.
Fitness First - Beckenham
Good equipment. Good use of space. Helpful membership person. Towel service extra. Just a little bit soulless and very hard to get to by train and public transport.
Virgin Active - Bickley
Easy to get to if you're going by train from Victoria, since it's near Bickley station. Great facilities. Lovely pool. Massive number of machines and free weights, including the fabled power plates. Has a good café. Nicely priced too. If it had been better located, I would have joined this one (and still might).
Fitness First - Cottons (London Bridge)
The one I actually joined. Reasonably priced (compared to Virgin Active - Strand anyway). Has a smallish pool. However, it's always busy; the front of counter staff and membership staff don't seem to care; they messed up my health check-up booking so I never got it; the pool flooded the lower levels; I've been turfed out once because they were closing the gym at 3.00pm to connect it back up to the National Gird; almost all the doors have been taken off the men's lockers (I don't know why); they gave me someone to set up a training programme who had never used half the machines; and it closes at 6pm on Saturdays and Sundays (I was turned away at 5.30pm). And all that in only the last fortnight. Towel service included though.