It’s tough to get into this elite men’s club, but the classy facilities (cozy fireplaces and leather couches) make it worth your while. When it comes to squash, the club has two international softball courts, one North American hardball court, and a doubles court. They’ve upheld a tradition of excellence since 1905 and work on maintaining a fraternity atmosphere (gaining entry requires personal referrals from at least two existing members). Lessons are available and matches are easily scheduled between members. Doors open at 7 am so you can start your day with a serious workout.