My inlaws joined this one and are happy with it:
The UNC Wellness Center at Meadowmont
You needn't be affiliated with UNC to join, and it's just over the Durham/Chapel Hill line in Meadowmont down on 54. They really like it, and it's not like one of these fly by night places that will be closed in a few months. I think they did have to wait for a space to open, but they were joining in Spring and I think openings are more plentiful in summer. Don't know your age but I think it tends to cater to a more middle-aged/older crowd.