Chris - I appreciate your desire to obey God's word.
If you decide to be open on Sunday, then I would encourage you to make working Sunday an option... don't force it upon your employees. I understand that some people work 6 days a week and have little time to exercise... If someone wants to enjoy the Lord's Day by (in part) exercising, then fine. You won't be condemned by me.
That said, please think about this: in an age of moral relativity and self-absorbtion, is closing your business on the Lord's Day not a marvelous VISIBLE and CONCRETE testimony to the world that you trust in God as Lord of creation to meet the needs of you and your family?
Of course, just closing on Sunday won't necessarily convey that message... but perhaps (if you choose to go that route) you could hand out a flyer - or have a sign posted on the wall inside - informing members of why the gym is closed on Sunday. Just a thought or two.
[Edited on 7-18-2005 by SolaScriptura]