No guilt. Never ever feel guilty for trying to make yourself a happier healthier mom. You will be giving your kids the gift of YOU for longer, a more active you and a better example for their life.
My kids LOVE the gym daycare. I usually go for an hour twice a week, but sometimes I'll stay for as long as 2 if I didnt get my run in before dh left for work (I usually only do weights at the gym, I do cardio at 5 am). My gym daycare is also connected to a clinic where my Physical therapist works so there was a time I had my son in the daycare 4 days a week (2 for workout, 2 for PT). He got a little bored of it, but still had a good time when he was there.
Personally I would go to the gym before you invest in a treadmill. You would still need to carve out the time with your kids either being asleep or otherwise safely occupied (treadmills are dangerous to run if your kids are in the room). I find it much easier to commit to the workout when I am AT the gym. No distractions. No housework staring me in the face. No kids saying they would like a story. I've paid for the daycare so I might as well get my solid hours worth.
(I DO own a treadmill now, but that was after firmly establishing a workout routine and committing to running goals -)

