If your office has a shower the Trinity Trails run right by downtown. A walking distance from Sundance Square. The trails are great and you can even get a long ride or run in if you have the time.
My husband and I both work out at the downtown YMCA. They do have an indoor pool and it usually isn't too crowded. It is also nice that you can run from the downtown Y onto the trinity trails and then shower up when you are done and head to the office! The are starting a HUGE $2 million renovation and update of all the facilities this summer. They will continue to be open throughout the remodel and while it may be a bit of a pain, the new facilities are going to be very nice. Hope to see you down there sometime!