Check out these threads:
http://www.costaricaticas.com/phpBB2/viewtopic.php?p=46125
http://www.costaricaticas.com/phpBB2/viewtopic.php?p=49128
http://www.costaricaticas.com/phpBB2/viewtopic.php?p=34000
The actual name of the Gimnasio near Parque Central is "Grupo Multi-Spa" and it is indicated on the new map (across from the southwest corner of the park).
Personally, when I was there I used the fitness center at the Mall San Pedro and was pretty happy with it but I was there for a month and don't recall how they compare to other places for day rates (for shorter trips I usually take a vacation from the gym). Check the threads I provided above for more complete info including rates and phone numbers (and use the search feature next time).