You really need to get to the gym. This is not a reflection on your physique so much as it is on your choice of hangouts. The bar, the club, grocery stores and classes are all great places to meet women, but nothing is better than the gym if you are looking to hook up.
For all the same reasons you should schedule dates for daytime and get some exercise, the gym is a great place to meet women. There are a few special obstacles you will need to overcome, however.
Headphones, destroyer of opportunity.
You need to get her to take off her headphones. She isn't there to get hit on, she is there to work out, and chances are she is listening to her iPod. Whether you tap her on the shoulder or feign an injury, you need her to be able to listen to you if you want to get a chance to open on her.
For you and for her. Nothing is as yawn inducing as the rowing machine or the treadmill. If you aren't doing a hardcore workout, you will find your attention drifting. You should strive to represent fun and positivity during your interaction with her.
Yes, you will really need to exercise. If she thinks you are present just to scam on girls, she will cut you loose. Don't push yourself too hard, but get in a good, solid workout. Try not to look like a flabby weakling.