Say something. "Can I help you?" "You can't seem to stop staring?" "Why are you looking at me?" "Youre making me VERY uncomfortable when you keep staring like that." etc. I made a fat super uncomfortable to make him stop. He was an old man that used to come in and stare. He would sit across from whatever machine I was using on purpose, and just watch me move, until one day I freaked out on him to the point he was scared to look up at any girl. Cause the moment I caught him pulling that shit with other girls who are younger than me and too shy, Id jump in on their behalf. It was hilarious. He would literally stare at the floor while walking around working out. Plus if the wife is there Im sure she will be watching out for his wandering eyes. You pay money to go to the gym, not to give free shows.