Brussels is small and quaint, but its very pretty, especially now in the summer. most hotels will have a tourist map for you, and its easy to get around on foot. Rue de la Bourse is the main street - its the site of an old stock exchange, and its subway/metro station (Bourse / Beurs) is where most people start off because its close to the shopping district, the Grand Place, the mannequin piss (the peeing boy) and the clubs, restaurants, and bars.
i've been going to Brussels for years for work. there is a subway and train system which is very confusing to visitors because the subway trams are run by the city, and they share tracks with the inter-city rail, which can only be accessed at the main stations: gare du centre (central station), gare du nord (north station) and gare du sud (south station). the subway is marked with a blue/white capital "M" (metro) almost no one pays for the subway - there are no ticket takers.
the main train stations have ticket booths and the people speak english, french, and flemish/dutch. you can catch inter-city trains to other cities ... recommend going to Amsterdam or Ghent, a midevil town about 45 mins from Brussels - closer than Brugges, and less touristy, lots of great beer and creative scene (food, art, etc). you should definitely pay for these trains, because they have conductors walking the corridors who will check tickets and punch them. if you don't have a ticket, you can be fined, or you can pay the conductor a higher price than you would have if you bought the ticket at the station.
you can use your ATM card at most bank machines by the big banks (Fortis, Dexia, etc).
if you're looking to workout, you can check out Jean-Claude Van Damme's old gym (Physical Golden Club) in the Place de la Chatelaine. you can pay a day rate of EUR15 and they have showers and lockers but no towels. its near the posh luxury shopping area called Louisa (think Dior, Chanel, etc), which next to the city's old law court house (very impressive building), and has a beautiful hilltop view of the city. which you can walk to from the Grand Place (this is a midevil square - fantastic old buildings but over run with tourists). this area ironically was the seat of the Nazi occupation of Brussels during WWII.
the gay area is scattered throughout but roughly around Rue du Marché au Charbon. there are some gay bars flying the rainbow flag, speciality sex shops, and bath houses (a grey painted building, with very discrete metal plaque on the door) - this scene tends to be busy on sunday afternoons or with the after-work crowd, and the bars are open late.