scmasse: so far the cheapest hotel club membership i've found was at Rydges plaza. They don't offer much but they still have your basic swimming pool (albeit a bit on the small side), and a small gym with a steam room in the showers. I went there for 3 months and only switched becaused i wanted a bigger place with a beach. Best part is it's almost always deserted, AND if you go for a late afternoon swim you can always stop by the opposing aussie legends' bar for a quick can of lager. Last time i checked their annual membership was around 2500 QR or so per person. I don't know of any other five star hotel that offers a similar package.

dentist: i know the intercon is excellent but its' membership quota is almost always full. but if you know someone who works there maybe they can pull a few strings. Ritz Carlton is also great but ridiculously expensive..i hear their annual membership is around 6000 p.p.? i wouldn't know exactly.
anyhoos i do have a price list for most of the hotels..but its almost a year old now. I would have to locate it and get back to you.