Problem is there just isn't enough bodybuilders in a given area (in most cases) that you can survive by only catering to them though. Even if you had 50 bodybuilders in a town and they each paid $100 a month (and who in their right mind is going to pay that much?), that's only $5k a month revenue generated. After rent, utilities, maintenance, staff, etc is paid, you're going to be in the red by quite a bit. The only way to keep your head above water is you need a huge client base of many demographics.
I kind of want to own my own gym too, but it looks like a difficult market to get in to. low profit margins and heavy competition with other already existing gyms. You really need to provide a service or value to the customers that the other guys don't provide. And your costs have to remain low.