I like shopping at Aldi because they don't play music.
The worst are chains which don't just play pop music but also have pseudo radio jockeys which talk about gossip and try to be funny. It's insultingly stupid.
The gym I'm currently at doesn't have any TVs. Unfortunately, they play some music. The volume is very low, though.
They also used to play loud pop music in the stores until the clerks couldn't stand it themselves and lowered the volume. Every time the district manager visits he makes them crank it up high and the minute he leaves the volume goes back down again ;<)!
There was a gas station that I used that had that annoying GSTV stuff going, but one day the machine refused to give me my receipt until the video stopped playing. Amusingly, that location closed less than a month after that. Good riddance.
A new one opened in its place with none of that nonsense.
I'll one-up you - the grocery story nearest my house has abandoned all pretense, and just plays a non-stop ad loop over the PA. It's easier to tune out than bad pop, granted, but it feels like absolutely shameless abuse of my attention.
As for music in gyms, I suppose I'm cheating - the rock gym I go to plays music that could easily have been from my Pandora station, so I don't actually worry about how annoying it might be.