Ditch the gym and start running outside. It's cheaper and less time consuming since you don't have to get somewhere before starting your workout.
However, I understand the allure of the sauna and steam room so maybe try going to the gym when you first get up in the morning. Get that shit outta the way before you think about it too much. I like to brew up a strong ass batch of french press coffee and chill it the night before. Then I drag myself out of bed in the morn and slam about 8 ounces of that fucker and hit the road.
The book Born to Run motivated me a lot. Reading about these Indians in Mexico who run 80+ mile ultramarathons (just for the hell of it) made me feel like a huge pussy about struggling through a three mile run. My attitude has changed and running seems easier and more fun.
Good luck!