Which banks have nicest gyms or should I sign up to external one? (canary wharf)

Gym memberships in the UK are based on the location you join or will use most often. I think all gyms do that, and while 79£ isn't cheap, it isn't very expensive either.
The Virgin offer a long time ago was 124£ per month and even that was seen as reasonable by many colleagues.

When I lived outside of the M25 there were gyms that resembled a traditional "country club" atmosphere and even they charged 80£-90£ per month. The difference is, like many things in life, the money requested isn't just for the atmosphere, rent and equipment; it is also to maintain a certain standard. Not every gym wants every person or age group inside.

Go to PureGym in certain locations and almost 90% of members will be 18-25 years old. Go to the David Lloyd in the same town and you have more of an adult atmosphere with fees doubled.