I really don't think the gym is necessary except for vanity. Eat right and don't drive everywhere and your body will maintain a healthy size regardless of what the BMI says.
There are several issues dealing with what we think of as "good health" and the BMI. First, the BMI is nothing really, it's just an arbitrary index. weight/(height)^2. That's nothing, really, just a ratio. It linearizes the charts doctors use, and "body mass index" makes this non-scientific screening tool sound more impressive.
Second, the "obesity epidemic" itself. What this shocking news doesn't tell you is that they changed the definition of overweight. While people may be getting heavier, statistics that say significantly more people are overweight or obese today isn't a reflection of weight, but rather of the changing definition of what that means.
There is also little evidence that this so-called epidemic has actual affects on our overall health. While death due to diabetes has gone up, death due to other weight related conditions such as heart disease and stroke have gone down since the 1950s. While the diabetes thing may sound significant, this is more likely due to diagnosis than an increase in diabetes. People used to just die of "old age". This is almost never the case any longer in the US.
The most "overweight states" states also states with the highest number of immigration and the years which the US saw the greatest increase in weight was also years which the US saw large numbers of immigration from Latin America. At least one study I have seen has shown that healthy hispanics tend to have a higher body mass index than non-hispanic whites. I believe that the overweight epidemic, especially in childhood obesity, is a reflection of our changing population, and not our changing lifestyle.
Finally there are a number of studies which indicate being "slightly overweight" is beneficial in some areas, that weight gain can be significantly tied to poor sleep and that weight gain can be significantly tied to stress - none of which are ever emphasized. This implies that our rush-rush suburban lifestyle which require us to wake up at obscenely early and get home late - which encourages up to stay up later as well - commute in heavy traffic for long distances while worrying about being late and how appointments will be made also have a significant affect on our weight, which may (and probably is) be just fine to begin with.
I'm not saying that I am the pinnacle of good health, I am pretty sedentary lately, especially with winter. But as I am walking from the bus stop and passed a gym, I have to wonder how much is that is really necessary if people would just get out of their cars and walk.