I have just joined the Jackson's Gym in Wallisellen. It is CHF 780.-- for one year and at the moment, they have a sommer special with 350 for 3 months I believe. They only have machines and sauna though, no classes. The good point was that for the first 3 times, they supervised my training for free to make sure I do all the right things and don't hurt myself. Otherwise, it is 40 fr if you want an hour of personal training (which is great compared to 120 fr for the same at Puls 5). They speak English and are very friendly - am very satisfied with this gym.
By the way, don't forget that your employer and/or Krankenkasse will pay a part of your fitness abonement.