Is the gym a good place to meet women?

Mods, I listed this under Health and Fitness because that is the group I want my advice from, but feel free to move this to dating if you feel like it.

Fitness is important to me. I just started making some real progress for my health. I would love to meet a woman at the gym or while doing martial arts. What are some good ways to approach a woman at the gym without making her uncomfortable?
Is the gym a good place to meet women?
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