I belong to a fairly size-accepting gym in Anchorage - the Alaska Club. It's a local, spendy chain, but they do have a "comfort" guarantee: if a new member is uncomfortable during the first 90 days of membership, all dues paid to date are refunded on request and the member can get out of the contract with no further payment.
This guarantee was my reason for joining prior to my first triathlon in 2007. (Tri training is what *keeps* me going. Jayne Williams' "Slow Fat Triathlete" changed my life by showing me that I didn't have to wait to meet some arbitrary ideal before I was "allowed" to be active.)
I can't give a ringing endorsement of the gym because a lot of the classes and ads are geared toward the weight-loss crowd. That said, I've yet to have any of the staff say anything about my size or make assumptions about my training goals. Other patrons tend to mind their own business. Interactions have been standard requests to share the lane; I don't use gym equipment at peak times, so I have no idea how things work during the rush hour.