Lets be honest. For most people running for hours on a treadmill does not constitute fun nor do an awful lot of other gym activities. Unfortunately, for most people exercise becomes a means to an end and more often than not, it is something endured rather than enjoyed.
Although many people feel better after bouts of exercise it is often far more effective to leave the gym behind and do something fun instead.
When you were a child, exercise was fun and something looked forward to. You made friends; you pushed the boundaries, practiced your teamwork, and developed an understanding of loyalty and sharing. It was something you wanted to do rather than 'had to' do (leaving PE lessons in the rain aside).
As we grow up it is often easy to leave all of that behind. Thinking that now we are adults it is time to stop playing the games and leave the fun to the children. I cannot be the only one that thinks this is a shame.
The UK is actually full of fantastic opportunities to bring out your inner child. You can join clubs and try new sports no matter how wacky they are (I have become a rather accomplished extreme ironer in recent years). More often than not these activities are cheaper, more fun and better value than a gym membership.
Making exercise fun means you are more likely to stick with it because you are enjoying yourself. You are more likely to push yourself further and funnily enough, the chance of injury decreases hugely. Do not think you have to be fit or young to take part in a sport; even a local rambling society can be fantastic way of having fun and meeting people.
I am not saying gyms are bad, but if you do not like the gym do not berate yourself - exercise can and should be enjoyed!