Hi Dawn!
I recently got back from my first cruise on Celebrity Millennium. I think your exercise options depend on what ship you will be sailing on. However, I can tell you that Millennium had a very nice gym with about 15 treadmills, 4 elipticals, 6 steppers, 4 stationary bikes & 2 recumbents, a decent variety of nautilus weight machines, a free weight room, and step, aerobics, kickbox, core strength, and yoga classes.
I took two aerobics classes with two different instructors. The female instructor was worth it, the male was not. I think they catered to the moderate/beginner level in the classes.
I used the treadmills, eliptical, and stationary bike. I was able to do intervals on the treadmill, "trailblazer" on the bike, and intervals on the eliptical. They are nothing like IMax, but a good solid cardio workout!
I used the free weights more than the Nautilus machines. They are what I am used to from working out at home. I am really glad I went to and used the gym because there is so much food on the cruise that I gained about 5 pounds in 11 days (most of which was sodium because that weight came right off when I got home). But, imagine what the situation could have been if I had not gone to the gym!
I really enjoyed the gym because I do not belong to one at home--I only exercise at home, so it was a nice change of pace for me!
Anyway, the shore excursions will keep you busy and active also! HAVE A GREAT TIME! (and do try to make it to the gym a few times).