If you've not got transport then the campus gym will be your best bet. I'm a member of Next Gen (for my sins) where the membership prices will screw you - i started on £44 a month - extortionate in my opinion, but *almost* worth it for the facilities and atmosphere, but it's going up to £47 in January. I can't even quit because i've not been going for a year yet, only a couple of months - joined over the summer. Grrr...
If you've got transport, try Courtney's gym over by Monks Cross. The swimming pool is tiny and ****e but the gym itself is nice, £30 a month with no contract so you can quit whenever you want with a month's notice.
There was another one advertising at Fresher's fair that i'd not heard of, don't know where that is. But if you're bothered about price just stick with the campus gym - it's not tooo bad. I just wanted a good swimming pool, i love to swim.