I have used the Puente Romano Gym, I really liked it but it is small I agree, but good if you are local and enjoy the tennis...etc
Oxigeno is big and can get busy in the evenings, normal I guess as most people visit after work.
They have a wide range of classes to suit all ages and levels from pilates, yoga, toning and stretching to body combat, kick boxing, spinning, body pump...just to name a few! Huge weights area and cv area. Terra Sana cafe.
I like it! Oh and never a problem with parking and shops!