I think what you mean by "a western gym with excellent facilities" is the sort of place where those tossers who love to call themselves "expats" pay absurdly exorbitant fees to go to meet others of the same ilk and to be ushered around by appropriately groomed attendants trained in the latest "western" ushering techniques while taking every opportunity to admire their reflections in the gleaming chrome of a hundred brand new and mostly unused imported stair walkers. Such places exist in most major centres.

On the other hand you could go to your usually at least adequately equipped local gym - the likes of which you'll find within a block of just about anywhere in china - and pay about 5 dollars a month membership for the pleasure of keeping toned and dealing with real people and real life in general.

Depends what you're after really.