I have membership at the Y and my frequency depends on the season and weather.
In the winter or when it's raining, I go several times a week, and do a mix of strength training, spin class, running on the treadmill and swimming. Once in a while I'll throw in something like a Zumba class or Agility Drills just to mix it up. Now that I've gotten down to a weight where I think I can be moderately flexible, I want to try yoga or Pilates.
However, in the summertime and when the weather is nice, my gym visits go down as I prefer do my cardio (running, biking) outside.
Regardless of whether it's at the gym or on the street, I am working out 5-6 times a week.
KobiesMom, Zumba is a lot of fun! I resisted it for a long time because I am not that coordinated nor do I have a lot of rhythm. But once I started, I realized that no one else in there is Jennifer Lopez, either. I just don't take it or myself too seriously and avoid looking at my reflection in the mirrors.
Also, different instructors will use different dance styles, so if you have the opportunity, try out different ones. The instructor I like tends to use more hip hop and bollywood style dances mixed in with the Latin moves. Others use more Latin, etc.