For my part, I've settled into a pattern where I do a lot of my shorter training on the treadmill but go out for longer runs. The mental discipline needed to do something like a half-marathon on a treadmill - totally monotonous, no change of scenery, just completely relentless plod - is, for me, considerable.
Fortunately my gym isn't far from home, so I can run to and from there even if I don't need the treadmill. No pools, saunas, other nice-to-have's I'm afraid, but a great old school locker room and nice men with their kit off if I'm lucky with my timing. Some reward for all that sweating.