Literally the only problem with Capital Fitness is that it is too popular. It is super clean, has a great selection of equipment, lots of free (with your membership) classes, and a sauna.
Peak hours are hellish. On Mondays they always run out of towels, and people are always forgetting to rerack certain machines. I also wish there were classes during a greater range of hours - lots of them are early/midafternoon when I would think most people are working.
Other than that I love it and I am obviously glad it is popular and awesome rather than unpopular and terrible.