Aside from not being particularly impressed with anything associated with Club Fitness, I joined any way.
If I knew then what I know now... Before you do anything check your local Better Business Bureau list of complaints.
Keep in mind that a lot of people try to resolve problems on their own and don't report to the BBB.
I myself tried for three long months to cancel my membership and finally had to close the bank account that Club Fitness was charging. I only closed the account after my sympathetic banker promised not to charge me for resulting overdrafts.