When Is a Workout Worth Every Penny?

After a long time of avoiding the gym and sticking mostly to walking, running, and the occasional yoga class, I've recently become a bit of a regular at a indoor cycling studio, Soul Cycle. The studio has garnered nothing less than a cult following in New York City; there are several branches all over the city (and in the Hamptons, come summertime) and the crowd who attends tends to be rather intimidating, to me.

For one thing, celebrities and other well-known persons abound: Chelsea Clinton,...