Throughout the past 10 years, I have been a member of one health club or another. My serial gym-joining habit has a familiar pattern: I sign up in a flurry of positivity, thrill even, about the prospect of using all those heavy-duty machines and the fragranced body creams and fluffy towels supplied in the changing rooms. I plan to use the club regularly and picture myself relaxing afterwards with a fruit smoothie in the organic cafe.

Then, about two weeks later, the novelty wears off. In fact, throughout this entire gym-joining decade I have walked through the doors of said fitness emporiums no more than a handful of times a year. A pitifully poor show for a fitness writer.

I'm not excercise-shy per se, but finally, with a sigh of relief, I have accepted that gyms are not for me. I have cancelled my latest membership contract and will not be seeking a replacement. I did this partly due to the realisation that not only was I wasting money with the monthly direct debit I donate to the gym's coffers, I was also frittering precious time. The last gym I joined was a 15-minute drive from my home. With the time it takes to get changed beforehand and shower afterwards, it was almost an hour gobbled from my day before I did any exercise at all.

But there were other reasons: I find the gym environment sterile and far from motivational; I feel self-conscious surrounded by mirrors and super-toned workout fanatics; and I could not bear the competitive workout syndrome in which the person on the next exercise bike would eye up my monitor and try to exceed the pace at which I pedalled. Gym classes left me exasperated by their choreographed content and repetition. And while I can run for an hour outside, I could not manage more than five minutes on a treadmill without getting bored.

Of course, there are many to whom the gym is perfectly suited. I have friends who gasp at my condemnation of it and who thrive on their structured routine of thrice-weekly yogalates classes and weight-training sessions. There are some who have even drawn parallels between gym culture and religion, and I see their point. To many who work out in them regularly, gyms have become a sanctuary where they can practise a belief system that leaves them euphoric and that positively affects their entire lives. Personally, though, I cannot fathom this cultish appeal - and I am not, it seems, alone.

Throughout the '90s and early 2000s, the growth in gym chains was colossal. In 2003, their popularity peaked, with 8.7 million of us becoming members. But in June 2006, the accountancy firm Deloittes reported the first decline in the number of those joining up - a 53,500 drop in new members at 470 private health clubs around the UK, despite subscription fees plummeting by 17%. Although the fitness industry portrays this blip as temporary, there are no figures to confirm that those losses have been recuperated or that the membership of gyms and health clubs is on the rise again. The profits and shares of many clubs have seen an unfavourable downturn in the last couple of years - a key reason why gyms are slashing their fees.

So what, if anything, are gym dropouts doing instead? Hearteningly, the downward slide in gym appeal has seen a corresponding rise in people switching to outdoor exercise and extreme challenges. Running, for instance, is experiencing a boom far in excess of its last peak during the 1980s - when people used to call it "jogging" - with an estimated 4 million current enthusiasts and around 90,000 scrambling for half as many available places in the London Marathon each year. More people are entering triathlons and adventure races - such as Ace Races, which introduce elements such as kayaking and rope work - and green spaces are packed with everyone from tai chi practitioners and inline skaters to groups of circuit trainers and people trying obscure sports such as grassboarding (skateboarding on grass, sometimes known as mountainboarding). There is a growing acknowledgement that fitness does not have to be delivered in a pre-packaged gym form and that, with appropriate direction and enough gusto, the great outdoors can become all the gym you need at a fraction of the hassle and cost.

When you excercise outdoors, your skin is kissed by the breeze, rather than having the moisture sucked out of it by gurgling air conditioners. There is exposure to real, natural daylight that has untold benefits for mind and body - not least the fact that it boosts your mood and vitamin D stores - that you simply don't get with artificially lit exercise studios. And there is an element of unpredictability that not only prevents you from getting bored, but helps you burn more calories. Countless studies have shown that running outdoors on undulating ground and changing surfaces uses far more energy than slapping the soles of your trainers on the conveyor belt of a treadmill. Sports such as football, softball and basketball require the body to move in ways that recruit muscles such as those in your trunk or outer and inner legs, which you would struggle to target specifically when doing gym exercises. Even the weather can make your workout more worthwhile. Add wind resistance to a bicycle ride, for example, and your calorie-burning shoots up as you pedal to overcome it.

For me, though, the biggest advantage of exercising outside is that I crave being active in a way I never experienced when I was a gym member. And, now I no longer compartmentalise my exercise into timed sessions, I have learned how to integrate activity into the rest of my life. For example, I started running with my son in his pushchair and I now take the dog for a run rather than a walk, and power-walk up escalators.

Indoors, my focus was always on the computerised screen in front of my nose telling me I had not yet worked hard enough to burn off the calories in an apple. Outdoors, I absorb my surroundings and the time just whizzes by. I run, I cycle or I walk, often alone, but never feeling as isolated as I did in a gym studio bursting at the seams.

· Wild Gym by Peta Bee is published on May 28 by Guardian Books, priced £14.99