I train my clients either in their home or outdoors. I use equipment that I have acquired over the years and I also utilize body weight exercises. In the world of Mixed Martial Arts (MMA), most of what we do is based on dynamic movements which requires very little equipment. My clients enjoy the MMA-based workouts because they are a nice break from the same old gym equipment and they can be done almost anywhere.
I’ve had the same experience you’ve had with major gyms. As others have suggested, you could seek out independently-owned gyms but many of them will still require you to pay a monthly fee to use their facilities. You will have to factor this into your monthly expense report.
Patience, perseverance and creativity are key in building clientele on your own.
Hang in there!