There are plenty of great gyms out there...and plenty that stink. Depends on what you are looking for, how much you can afford and always how good the staf is.
I've seen a lot around the country [part of my job] and this one really stands out, if you can afford the $21,000 initiation fee!
http://www.houstonian.com/index2.htm
My favorite has always been Equinox in NYC if I could afford it.