When I have another conversation about possibly joining a gym, even with myself (you don’t have conversations with yourself?) I am going to use The Bloggess’ response:
Nah.  I’m already extremely successful at failing to work out right here at home.  No need to branch out, really.
I like it. Truthful and very appropriate (for me).
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Photo courtesy of Health Gauge via http://www.flickr.com/photos/80490962@N06/9672676111/.