Hi Tristan,
I do not know many gyms here in Madrid but the ones I´ve been attending, but one of them seems to have some recognition for his professional boxers and other fighters; the average level is good and the training is intense, but it´s not going to be very interesting for you unless you have some skills already. I think it has two different locals, one of them pretty close to Avenida de América, wich could work for you.
Also, I´m playing basketball with a team and many of my teammates meet once or twice a week to play. Not sure if you can/want to join the team, but you can always join for a friendly game.
Have fun!
