I have found that during the winter months, the Monroe NY YMCA is a great place to get exercise, especially when the shoulders of the roads become too icy to run on.
The gym has all sorts of exercise classes, including cycling, Pilates, Boot Camp, Zumba, yoga, and much more.
In addition, they have the typical assortment of cardiovascular related machines: bikes, treadmills, steppers, and of course, various weight-lifting/muscle-toning options.
To make the gym even better, I recently read in the Times Herald-Record that the YMCA will be expanded at some point in the future. They plan to add a swimming pool, a full-size gymnasium and more locker rooms. I am not sure of the timeframe, but once this upgrade happens, the Monroe NY YMCA will be "the" place to work out, all year round.
The YMCA is located at the 45 Gilbert St Ext in Monroe NY, right next to the Heritage Trail. Check it out!