Hi, there is a gym in Talatona called Luanda Sport. I don't go myself but I have some friends who go and say it is very nice. There are personal trainers and the place is very clean and well equipped.
I believe the average monthly cost is around $200 but this could vary depending on the type of membership you want.
What I would say though is that it helps if you can speak a little Portuguese as english is not widely spoken in Angola.