There's a smaller gym in the Highlands and it's called
Highland Fitness. I have no experience with them. However, I do use
Fitness on Frankfort and it's not much farther away. The facilities are nice and the customer service is great. There are many membership packages from which to choose.
I went to Urban Active on Shelbyville Rd for 2 years and although there is a nice selection of equipment and plenty of room, the customer service is poor, it is like the Wal Mart of gyms and they tried to nickel and dime me out of everything. When renewal time came, I turned them down, even when they eventually brought the cost down 60% from my original membership. I recommend against them.
I have heard good things about the downtown Y as well as the Jewish Community Center's gym on Dutchman's Lane (no, you don't have to be Jewish
)....both close to the Highlands.