Well, I don't take a "bag". But my big purse always has (for gym):

*Clorox Wipes (I always take one out in the locker room and wipe down my cardio machine - It drives me crazy that they don't have some disinfecting spray and paper towels for customers to wipe down before and after). Plus, I seem to be a sort of germ-a-phobe and it makes me relax to know that I have wiped it down. If I don't wipe the EFX or Treadmill down, I continuously think about it (and do the math about number of users) during my workout.

*Lock for locker
*Earbuds
*Towel
*Gym Id
*Water

Jenh-ai

I teach dance classes at the local gym/athletic club, so my bag is probably a bit different than everyone elses:

*Leg Warmers* (80's yes I know, but as much as I dance some days-I need to keep my ankles and calves warm-they were a dancer staple before they were a fashion statement. )
*Class Sign In Sheet*
*Music CD's* (for class)
*3 yard veil-extra light habotai silk*
*Saroyan Finger Cymbals*
*Class Itinerary/Choreography Sheets*
*Handouts for class, if needed*
*Muscle Rub*
*Bottle Of Water*
*Pen-Pilot V5 Extra Fine* (I only write with a certain kind. )
*Hip Scarf/Wrap*
*Safety Pins*
*Lip Balm/Gloss*
*Lyric Sandals* (dance sandals that basically keep your toes/heel barefoot, but they strap on and protect the balls of your feet.)

I think that is it on most days...

I have three bags--a large bag for the days I do water aerobics, a large bag for the days I do cardio stuff, and a small bag with weight lifting stuff that I put into the large bags.

Water Aerobics Bag
clean undies and socks
swim jacket
towel
water socks
deodorant
face cream
body lotion
water bottle
Weight Bag

Cardio Bag
extra bra
shirt
running shoes
a small towel
water bottle
Weight Bag

Weight Bag
lifting gloves
iPod on arm band
case for the ear bud
extra ear buds
small towel
reading glasses