Marc, the gym is awesome, the best i've seen, the shower and changing facilities are beautiful. I did not have a chance to use the sauna or steam room unfortunately. Anyone who is a gym buff will more than love this ship!
The sauna and steamrooms and locker rooms are very nice (no windows though). The gym also has a very nice and very large hot tub right in the foyer. You can get a pretty good workout in there, it is better than the token fitness facilities on smaller ships. My only complaint was that some of the cardio equipment didn't exactly work right, i.e. in need of some maintenance. Also I got kicked out of the aerobics room when a yoga class of 5 people started, even though there was and incredible amount of room at the back and it is the only open space to stretch and do abs. Overall though it is great.