If you become a member of the Terraza tennis club, you can use all the facilities for your whole family, including the pool, gymnasium, tennis courts, squash, etc. etc. for only S/. 185 a month ( for the whole family, including spouse, children, mama, papa > 65.
For S/. 6 you can use the sauna
Also they have VERY good restaurants, with a menu of S/. 15 including pisco sour, entrada, segundo, postre and a drink. You can choose like 10 different plates each day.
There is also a basic menu of S/. 8.90
If you are bored in Miraflores, they have another one in the beach, in Chaclaclayo and in the near future also in Asia.
The only catch is the subscription fee, but that is only once in your life.. and if your children turn adults, they can get member for a highly reduced rate ( that is what we did .. )