Well, the Baltimore San Shou Gym used to operate out of Gold's Gym, as did Pat Militech's team back in the day. We had a lot of headaches with them and people disrespecting our equipment - some guy thought it would be a good idea to hang from the fairtex heavy bag I bought and snapped one of the straps.
Like I said, Krav Maga's pulled off the blending of fitness and martial arts the best, imho. They have 1 small room with heavybags and weights for drop-in type workouts; the rest of their classes are all instructor-run. They have an army of instructors and sales staff. I wouldn't be surprised if there were over 1000 members at that gym.
As far as your freestyle idea:
Most boxing gyms are completely freestyle. With muay thai gyms it's about 50/50, between gyms that run classes or open workouts. MMA gyms are almost exclusively classes, except for maybe free weights, cardio, the bag room, and whenever they have open mat.
My muay thai gym used to be structured classes except for Saturday (which was usually a free-for-all), but now they've mostly done away with that (now all freestyle/at coach's discretion). Even during structured classes, there was sometimes freedom to freestyle after the group warmup.
For fitness/warmup I like a structured workout, but for skills & basics work I like freedom.
I think the only beef I have with my muay thai gym currently is the fact that it can be pretty helter-skelter. You can show up wanting to work on certain things, get a few rounds in of what you planned, and then get pulled off to do other stuff depending on who shows up and how the instructor is feeling.