Another option could be the IHRSA passport program. My club here in Chicago belongs. I have used a few affiliated clubs in other cities that way. Because they tend to be better quality, the day use is still often around $10, so not cheap but not outrageous as long as you are not looking to use it every day for an extended period.
http://www.healthclubs.com/passport/
I also keep an LA Fitness (Bally's before they sold much of the system to LA Fitness) because they are common in much of the country.