The gym is the worst place to wear a watch. If you're lifting or doing yoga, the last thing you need is more jewelry or anything to constrict your body. You don't want to be wearing it when you're doing pushups, lifting weights, using a machine, etc.
You're just going to whack your watch at a metal bar and cry you scratched your watch.
I've work a watch my entire life. I wear it to the gym all the time. The band wears out, and needs to be replaced every few years, but the watch face has never been scratched.
If you're hitting the back of your wrist (where the face of the watch is) on anything, you're doing something wrong. I'm grabbing weights with my hands, not the back of my wrist. Every once in a while, I reach through somewhere (like between 2 bars to set weights), and occasionally my watch face hits something, but it won't crack or scratch it! The materials are made well enough.
I _have_ scratched a band before - but it's just part of the deal, I don't care if that looks pristine or not - it's going to age. My leather watch band looks great the first year, showing some wear in the next 6 months, a lot of wear the next 3 months, then atrocious in the next few months until I replace it. But I'm just buying cheap $19 - $29 leather bands. I'd imagine the Apple Watch leather band would hold up better.