I assume you mean gyms that are included in the assessments?
Keep in mind that the more elaborate the fitness center - especially those with pools - the higher your assessments are likely to be. Most building with 100 + units will have fitness facilities.
The new existing high rises and those now going up (i.e,. the Emerald in the West Loop and X/O in the South Loop, which promise tremendous fitness centers) will have excellent workout facilities, as it is pretty much considered a "must" amenity for developers to stay competitive. Gone are the days of teensy rooms w/a few rickety old machines.
However, the newer high rises do come with hefty price tags for 2 bedroom/2 bath condos, and it's hard to find what you are looking for in your price range.
To stay in your price range, you might try Park Place Towers at 655 W. Irving Park (though their assessments can get pretty high,depending on the floor number, but you can stay under $450,000 for sure), or The Grand Ohio and 211 E. Ohio in Streeterville. They both have huge fitness centers that are like a real gym, and pools.