Chris, I work as an independent in a gym and I travel to clients’ homes, train in office buildings and apartments. With that said, I use the insurance company that IDEA has for its members. I had the same question that you asked about outside of the gym and Philadelphia Insurance company assured me for coverage not only in the gym but wherever I do training. Also, as another layer of protection, you should have a lawyer draw up a waiver/liability form for you.
Your certification organization should offer it. If not, check out the program that is offered through IDEA – it’s pretty reasonable. Whatever you choose though, just be sure you get it. That’s something you don’t want to be caught without.