Basically what Dainty_Dragoness said.  My wife has a membership to an all-female gym that she goes to when I'm not with her.  Basically there aren't a lot of weirdos staring at her when she's doing deadlifts and squats and stuff.  Also, they have female staff, which is handy because you can talk  things that only pertain to women.  I'm not really sure what those issues are, but I imagine it's probably vaginal odor while working out or something.