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The University Sports Center
For every student who wishes to train other muscles than the brain, it might be worth a shot to check out what the University Sports Center Munich (ZHS) has to offer.
The ZHS offers a large and affordable selection of sport programs for students. Usually, you can purchase passes for different sports facilities that grant you access for a semester. The fees are as follows: the general pass costs 7.50€, the swimming pool pass 15.00€, and the fitness room and climbing hall passes cost 30.00€ each. Please note that for the fitness room and climbing hall passes, you additionally need a general pass. It is also possible that you will need to hear a short introductory course (fitness room) or prove that you are proficient enough to use the hall (climbing hall).
After acquiring a pass, you can sign up for any courses in the facilities you have access to. Some of these courses are offered without extra charge, some need (small) additional payment. Most of the time, the interesting courses fill up really fast, so don't wait too long to sign up.
You can find more detailed information on the homepage of the ZHS.