Nice to see starter posts getting discussion going here, since it's typically a bit inactive.
I don't do sports here; I'm busy with young kids, and I'm getting out of shape. I will write about what Thais tend to do in Bangkok, though. Of course that varies by person, and given the city is as large as it is people do everything, so it's more a matter of me saying what seems most common to me, with some error involved in that.
Football (soccer) is popular to watch, and some people are involved in groups that play it, including an indoor version. Biking has been picking up popularity lately, although it seems dangerous to do that anywhere on Thai roads. Typical work-out sports in gyms are common (weightlifting, various classes, or machines use, etc.). There are various pools to swim laps, or courts to play tennis, and swimming may be more popular than most other sports. There doesn't seem to be awareness or much in the way of facilities for racquetball and squash, although a few courts must be here somewhere.
In terms of what one sees, and perhaps in terms of participation count, aerobics is common, led as informal classes in public spaces, a lot more common than running. And public parks often offer rough versions of workout equipment, a bit less sophisticated than those found in gyms. More extreme sports like rock climbing are gaining some traction, and there are climbing gyms here now, but I'd expect up-take to be limited. I've never heard of pickleball. It's not exactly a sport but I liked to play disc golf in the states, and it was common enough there 15 years ago, but it hasn't caught on here. It takes lots of space to set up such a course, and there is some risk of by-standers getting hit by discs (like frisbees, more or less), so maybe that's as well.
Gyms would fall into either older local versions or modern, Western categories, more expensive places adjoining office buildings along Sukhumvit or such places (there is one in our office building). There would be local options of different kinds, the kinds of places one could find out about in searching questions in forums (more specific questions and discussions in more active forums than this one, for example about where to lift weights, or to swim). A university near where I live has open hours for lap swimming, and it's my understanding that there are lots of small weightlifting gyms.
Muay thai is an interesting exception; there is also a range of places to train on the local martial arts fighting style. Thailand is only now being introduced to MMA, mixed martial arts, a more modern derivation from sports like muay thai, but if someone really wanted they could probably turn up a place to do training related to that.