A good gym is a godsend. But what you're looking for isn't going to be one of the plastic-and-chrome palaces but something that's got tons of weights, power cages, chinning bars, adjustable benches, dumbbells in a wide range of weights (200# is a good upper limit, higher isn't bad though you can usually manage with a barbell and landmine), bumper plates and platforms, chalk, glute-ham raise, kettlebells, ergs, foam and PVC rollers. If you see prowlers, ropes, and chains, you're in heaven.

Yoga has its place, however asanas are only a small part of total fitness. "Western fitness" is based on empirical results and studies, while much traditional yoga is founded on mystical explanations (and don't even get me started on Auyurveda). If you explore deeper, I think you'll find that Western fitness has in fact examined and adopted those parts of yoga which are shown to be useful and effective.