Thia is for the fellows that live in Cali or may stay for a month or two.
My wife and I joined a country club located in the west. The name of the club is "Club de la Ribera".
It has 3 swimming pools, tennis, gym (with decent weights", spa, restuarant (good food), bowling, soccer, small bar, a little walking path. This is the best part. It cost 130,000 pesos a month. This fee includes all familty members.
They also have special events for holidays. This is a inexpensive and perfect place to take the in-laws or a date.
Note: There are nicer and more expensive clubs in the south. I just perfer the climate in the west.
David