I have been doing it for a couple of months now, and now have done three gyms, one of them on a regular basis. Here I can clearly bring my martial arts experience to the photography, which gives me advantage. It also means that I have much more fun doing it, and also talking and mingling with the people.
The challenge here is light. Dim lit gyms, fast movements and no use of artificial light. So solution is either very high ISO, or slow shutter speed to capture movement. No one solution fits all, but the challenge is fascinating.
