My son is two and a half, he has never had to be in daycare, he is always with myself, my husband, or members of our family. He has no problem when he is left with anyone in our family, but recently we joined the YMCA in hopes of being able to lose weight and get healthy, one of the main things I was excited about was the fact that they have free on site child care but I took him there the first day and it didnt go well, he was fine when I first left the room but about 20 minutes later, the childcare provider had to come get me because he was inconsolable, I went and got him but was unable to get him to calm down so we just left, well I want to take him back but Im not sure how to go about it, I am afraid wen he sees the building he will remember how upset he was and start throwing a fit all over again before we even get in the room. So basically I am just looking for any tips/ thoughts on how I could get him used to going there just for an hour or so 4-5 times a week, thanks.

You may want to spend the first couple of visits with him. Keep them short, but schedule a time when you can stay in the room with him.

I'm not surprised that he became fearful if this is the very first time he has EVER been in an environment without ANYONE that he knows or is used to being around.

Spending time in that environment with someone he feels safe with will let him know that this place is 'ok'.
He has to feel safe there before he can trust it without you or another relative there.
Get him interested in the toys there, help him find another child to connect with.

His first couple of times alone may still be difficult, but once he has been shown by you that it is a place where he can feel safe and secure he should at least be consolable by the caregivers there.

The other thing you will want to do is keep his first few visits there by himself fairly short. If he's left there by himself for too long he may begin to fear that you're not coming back.
Leave him there, but let him see that you do come back for him. Remember, a 2 1/2 year old's sense of the passage of time is much much different than an adult's. Maybe only give him 20-30 minutes the first few times.

He will eventually feel more comfortable once he gets used to his playtime there. Then you will be able to leave him for the duration of your workout and he may even begin to look forward to it. You may find him wanting to stay and play when you're ready to go. :~)

Send him with a picture of you and/or your husband... This worked for several kids when I taught at a day care... It works extremely well for my kindergartners ( I let them keep a picture on their desks- eventually they end up taking it home and telling their parents they don't need it)... You can buy picture frames/picture books that are cloth for your son... Check out the link below...

http://www.amazon.com/Snuggie-Toys-First-Photo-Album/dp/B0006UUNT2