5. The Houstonian Club
Cost of membership: $300 per month, plus $24,000 initiation fee
Inside one of the city's finest hotels and oozing with old Texas charm, this 125,000-square-foot facility offers a sophisticated oak-paneled locker room (with free robes!), a cafe, nutrition services, as well as a huge variety of of workout facilities, including a boxing ring, eight tennis courts, and four heated pools.