If you are just visiting the gyms to get an idea of the atmosphere and environment, I would dress the part of a professional, conservative trainer. I opt for long black workout pants and a nice, fitted zip up jacket over a conservative workout tank. You want to look like you belong in that environment (and in case you are asked to do a quick trial training session or conduct a workout–you never know).
The same might go for a sit-down interview, but you may want to check to see who you will be meeting with and what the environment is like (I would still be prepared conduct some sort of training session. They may want to see how you would take a client through a session).