If possible, you want to be able to move air into and out of the room. The optimal arrangement would be to have the cleanest possible air moved into the workout area and the air from the room moved back out. Filtered air is most likely your best bet and there are fans that have air filters. If the air quality in your area is good, then bring air in from an outdoor source (hopefully your building has a air quality controlled ventalation system) and then use another fan to move air back out of the room. In room fans just circulate the air around the room and create cooling by evaporating sweat on the skin. Using a system to bring air in from a freaher source and move air across the room and back out to move the exhaled air (which contains moisture, odor and CO2) from the room is much more beneficial.