Honestly, if you're paying for it especially, I'd make it very clear that under no circumstances is your baby to be left to cry and that you are to be paged immediately. Their immediately may be different that yours, though. If they disregard your instructions (hey, this is YOUR child and they have no right to do that), then complain to the manager.
Is there any way you and your husband to take turns going to the gym, so your little guy isn't left with those people in the first place? My dh goes in the morning, and I go in the evening b/c our 17 month old is going through his second bought of separation anxiety. If I remember correctly, I think 8 months is pretty normal for the first bout. Then things get better for a while and for some reason they start to go through it again around 18 months.
He'll outgrown it soon enough, and then you could go back to using the gym child care if trading off works for you. Another suggestion might be having a friend with a little one going at the same time. Ds didn't care that his sister was with him in the child care. He still screamed and cried, and I couldn't leave him there until one morning my friend's little boy walked in, and suddenly nothing in the world mattered but him. Ds took to him right away and didn't give me a second thought! :*)
He's 8 months old. Like I said, he will outgrow this stage eventually. You could keep trying to drop him off, and if he seems upset, just try again the next week. One day he'll probably surprise you and go for a toy without worry. I'm 31, and I'm still not comfortable in a room full of strangers , so I imagine at 8 months old it would be a scary place, especially if they didn't attend to his cries the first time. But if he keeps getting introduced to them, maybe he'll get used to them and warm up to them in time.
I used to go to the gym during the day to use the child care facilities, but when I found ds crying uncontrollably (and our workers were trying to help him and were really nice, they just didn't come get me), I decided it wasn't worth it to me to work out if it meant putting him through that. That's when dh and I decided to trade off. Now, I can take him if the other little boy is there, but if he isn't I don't force the issue. Ds will be ready soon enough, and in the meantime it's more important to me to take his developmental stage and needs into consideration. HTH!