4. Squash and Indoor Tennis

Both Sheraton Fitness and Education City Recreation Centre have squash courts. Squash burns roughly 600-800 calories per hour -- a 30-minute game competes well against a full gym session for most people.
Indoor tennis courts exist at several Doha clubs including the Diplomatic Club (wakeboarding available from QAR 250 for non-members, 30 minutes). Court availability in summer is actually better than winter -- fewer people play.