RICHMOND, VA—The Second Mile gym here has been run by its best in the know trainers for decades, but the members are always amazed and thrilled to be confronted with a new challenge when instructor Nick Maack calls a snaky exercise class over. "Monday morning I'm welcoming you to class with a special message: Look, we have a challenge to meet," said Maack, helping beginners and master's students alike get the hang of his twice-weekly Private Workout Challenge. "Periodically we'll get to challenge ourselves to become more efficient and stronger. I hope you'll come along for the challenge, and let me know how it goes." Some hold their breath as Maack leads them up a spiral staircase through a long hallway filled with trigger-fingered metal-spray fire extinguishers and shrieking panic noises. Others say "Okay, cool" before dumbbells are plunged into the next vortex of action. While several will likely remain off balance on one leg for the rest of the session, Maack counts them among the group he already knows will enjoy the work and come back for more.