Just to weigh in: I just switched gyms in Brooklyn from the YMCA to the NYSC across the street. I was shocked (and not necessarily in a bad way) by how much sex goes on there in the showers, steamroom, sauna. Mostly it's jack-off stuff, which I can get into, especially after a tough workout, feeling all pumped up and adrenaline flowing, etc. I'd say I bust a nut with a hot guy at the gym one out of every two visits.
There are often people who don't work out and hang out in there, which is kinda gross. But I guess the whole thing is kinda gross if you think about it too much.
Definitely have had some hot sex in my gym and plan to have more.
Worst experience: I was sitting in the sauna and a guy was flashing his dick. I flashed mine. He walked over toward me and then made like he was going to fuck me. I gently pushed away and he backed off, but seriously, I think I gave an unintentionaly sign of PLEASE TRY TO PUT YOUR COCK UP MY ASS, which was not welcome.
Best experience: Five totally hot guys in the sauna, all jacking and checking each other out. The hottest one came over to me and jerked me off while jerking himself. He came all over my cock, and everyone was totally turned on by watching.