I have a gym in my condo complex and have gone to dinner with a couple of the gals I have met working out.
First, its good that you go there regularly. Going there regularly makes you visible, known, and seen. It means that you are there actually working out rather than there on occassion kicking the weights around just so you can hit on women.
The best thing you can do is smile and have a friendly body language. After a good workout, the muscles are swollen, maybe a little stiff, so you walk around like some Frankenstein meathead. Be loose, smle, relax. When you see that woman, here are a couple openers:
*Hi I'm hpnotiq. I see you working out here everytime I'm here...are you stalking me? (C/F)
*Hi I'm hpnotiq. I just moved to the building a couple months ago. I've never seen you here..what's your name?
*Hi I'm hpnotiq. God, I see you here more than me! I'm jealous! What's your name? (C/F)
There are a ton of openers. The easy part about your gym senerio is that you have the luxury of being a part of that community. Its different if it were a gym at the YMCA where there are tons of strangers. But, since the gym is technically located in your HOME community, you can look at yourself as less of a stranger.
And don't just limit yourself to the women you see on your gym. Say hi to your neighbors on the elevator, the people on your floor, the lady getting her mail next to you. The more in contact you make, the less of a stranger you become, and better chance of a date comming out of it.
But personally, I used my neighbors as social proof and women I use to go out on a slow night to get a bite to eat or watch a flick. I don't believe in f*cking women that live in my building. Its more drama than what its worth...trust me.