You already got a million pieces of advice but..
1) Gym clothes are great. I echo everyone that says having them makes me more likely to go to the gym.
2) And having now owned some gym clothes long enough that they are worn out/ill-fitting, I can attest to how important it is for them to actually fit right and be comfortable. Wearing a shirt that feels just a touch too short/tight suddenly makes every movement feel awkward. And worn out elastic in a sports bra? Forget it.
3) That said, I just dived into Gap’s fitness section yesterday and I think I love it? I feel like Gap has a lot to sales and decent deals. And like all Gap clothes, I feel like their gym wear is made to be modest and slightly classy. But still sort of pretty? Which seems fun to me. I am excited to put on the new stuff I got.