Hiya Sun, I come over to Tenerife for two months in January and February (and lots of times in between) and always use the Council run gym at the top of the hill from Play Arena Hotel (the one that Dolly mentioned) It's brilliant - there are two large rooms, one containing all weights etc., and the other with all the cardio machines (they are very good). During the winter months lots of swallows use this gym and it's really friendly. There is also a massive swimming pool (I can't swim unfortunately) The staff, although Spanish all speak English and are very helpful. They will show you how to use machines etc. They will also create a training programme for you. Every morning and evening they also run classes such as spinning, Pilate's etc. It costs 4 euro per day Monday to Friday and 3 euro on a Saturday and Sunday. However, it would be much cheaper if you paid for a 4 monthly pass. You can do this at the reception - it only takes 10 minutes. One word of warning though - for some VERY strange reason, the monthly passes seem to run from the 1st of every month, so if you are coming over say in the middle of September, it may be cheaper to just get a 3 monthly pass, and pay the daily rate up until then (hope that makes sense)!
I'm actually coming over on Sunday for 3 weeks so if you are there and see a little chubby woman pounding away that's me!!!