It depends on how "sick" you feel, or how "unwell" you feel. There is a big difference between the two though. For example:
If you feel sick, like legitimately sick where you are completely drained out, that can potentially be a sign of over training from what i have heard. As well, it is better to get some rest and let your body recover.
If you are feeling "unwell" like it is raining outside, and your just feeling lazy i don't find that a reason to not go to the gym. You might not be at 100% performance, but its better to be in the gym then sit around for a silly reason.
Just my 2 cents.