Many women are under the impression that the gym is not the best place to meet a guy. But that's not the reality. Guys often say they don't understand why women don't like guys to see them sweating. In fact, many say it's a turn on. Plus, if he's attracted to you when you, apparently, "look your worst," then that's a good sign he's sees more outer beauty.
The best way to start up a conversation is to work out near a guy that you think you might like. Ask him questions about his workout, or maybe a class you're interested in. If you're bold, you might even ask if he'll show you how to do a certain exercise.