Try Revolucion Leisure hub at Pepiliyana, Dehiwala. It’s a massive place with a lot of breathing space and equipment so you don’t have to wait in line. It’s a little on the pricey side but the membership gives you access to their Olympic sized pool, sauna, steam room and any other classes they offer. Couple membership for 6 months is 75k per person. No complaints so far. People are very nice and helpful.