I've seen some gems at the gym lately, but the one that I saw tonight trumps all else I've seen. Now I always thought that wearing baseball-caps for extended periods indoors was naff, but you can justify it if at the gym, (not that I do) because it gets one in the zone, and is of a sporting nature generally.
Then there are those who wear woolen beanies for extended periods indoors - which is so 2003/4 - and these are most certainly not justifiable at the gym.
But what should never, ever, ever be worn at the gym, is a flat-cap.
I also have a severe dislike for those who wear board-shorts at the gym.