[sqlb3rn]

If you are comfortable enough in your gym to leave your unloaded (therefore useless) gun in a bag, then it doesn't make sense that you even feel the need to be armed. So on one hand you trust no one is going to steal your bag, but on the other you're worried someone might shoot up the place... and either way your gun isn't even loaded?

I would carry a (loaded) snubbie on me, or leave it in the car. Someone stealing your bag right from under your nose is a lot more probable than having to use deadly force at a private gym. Unless you keep it in a backpack or fanny pack that never leaves your body.