20th and K is the place to go for the "gay scene". It's smack dab in the middle of Midtown or the so-called "Lavender Heights" area.There you will find Faces, The Depot, The Mercantile (referred to by the pretty boys as the "Merc-and-troll") and a couple of other, newer places I'm not too familiar with. There's also The Bolt which I've never been to and they need a country/western bar. Go on down to Faces and say hi to Large Marge -- she's an institution!
There's a 24 Hr Fitness downtown at the K-Street mall and several more local fitness clubs depending on where you're moving to.
In terms of the city itself, the Arden area, Midtown, Natomas, and the Pocket are nice places to live and close to down town. For suburbia there's Roseville and Elk Grove and Folsom. West Sac and parts of South Sac are a little scary.
In terms of food, it really depends on your likes, but I've found better and more accessible Mexican and taquerias in Sacto than I have here in LA. There are lots of great eateries in Midtown. The best steakhouse in the world is about 45 minutes away in Winters.
What I loved about Sacto was the fact that, while it was in the middle of nowhere, it's not too far to everything. Two hours to San Fran and the Bay Area (if you want to deal with the traffic). Two hours to the mountains for snowboarding (add another half hour to Tahoe or Reno for gambling). Roughly two hours to Napa and the wine country.
The people are friendly, the weather is warm (although the non-stop drizzle they call winter drives me apeshit), and there is a helluva lot to do in Sacto and/or close by. It's really a great place. You'll enjoy it! I promise.