I know it costs more, but I'd think a digital video camera would be the way to go if you wanted to record a lot of videos of yourself. You would have a lot more time to record, assuming the gym you are using doesn't mind you bringing a camera in and it is one of those ultra small ones.
M, I was wondering how you get your phone to stand up for the video is no one else is holding it. Mine has a convenient rounded bottom, so it can never be stood up.