I came across the Marc by Marc Jacobs Perforated Leather Bag on Mr. Porter and it's a nice balance of luxury and roughness. It's not explicitly created for the gym but the holes provide obvious utility and I wouldn't buy it for any other dominant purpose. Assuming you workout at a gym where your things won't get stolen (you don't want to be out $530), the bag is a good investment to carry your clothes to and fro.
Marc Jacobs is one of the few brands that can successfully create a diffusion line that isn't simply cheaper quality and prices but a style that strongly differs from its parent. The Marc by Marc Jacobs store on Fillmore in Pac Heights is an awesome mix of casual tees, cheap accessories (suede wallets under $20?), and great coffee table books. The clothes are a healthy mix of pricey and affordable while the staff is very friendly. Unfortunately, the guard at the door will stop you from bringing in any drinks so grab the Starbucks afterwards.