Looking for a Gym

When I first moved to Madison in 2005, my husband (then boyfriend) already belonged to a large gym and I just added myself to his plan. I was added with a new 2 year contract. Once that contract was up for renewal, I renewed for another 2 years. At that point, husband and I were going to the gym maybe 1-2 times per week, often times less. As contracts came up for renewal a second time, we didn't renew them. We determined we weren't utilizing the facility enough to justify spending over $60/month.  We haven't had a gym membership for 3 years, which was generally fine because I wasn't very physically active. I mean, I knew it was the healthy thing to do but I hadn't really made it a a habit.

Now that it has become a habit, I start to look for alternatives to my running and cycling outside, especially when the weather becomes crappy in the winter, or on days when it rains or is just too damn hot outside.  I am also starting a new weight lifting program based off the book The New Rules of Lifting for Women. I am joining a challenge organized by Jen over at PriorFatGirl. (During her last challenge, between cycling, walking and jogging, I finished over 50 miles in two weeks) The lifting program does give me options for lifting at home but I do not have all of the equipment and I'm not about to go out and buy it all. So another reason to find a new gym would be to have full access to weights. My hubby would want to find a place that has a hot tub, steam room, and a pool.

Here are my options for gyms in the Madison area, that are within a short driving distance of home and work:

Gold's Gym
Anytime Fitness  (no pool)
Snap Fitness (no pool)
Pinnacle Fitness

My question is, does/has anyone used these gyms, what do you or don't you like about them and would you recommend it? I am trying to decide if it's worth the money to pick up a gym membership again or if I should just continue working out at home.

Thanks ahead of time.