Without getting into a hundred other questions let me ask this - how warm is your gym?
If you are trying to do cardio (or serious weight lifting) in a poorly ventilated area, that could certainly contribute to making you feel dizzy.
I noticed no one else brought this up, and I'm always surprised that people rarely think of ventilation as a possible cause of dizziness. High temperature, humidity, lack of oxygen, etc., combined with physical activity, can certainly bring on what you are describing.
I think I posted to the forums here a few times last summer after I moved to NYC, because I found the air conditioning pathetic in most gyms in this city. With my hummingbird metabolism, I can't even THINK of doing any serious physical activity with temps much above 73. (Suffice it to say that I'm not a fan of summer).
In fact I recently left Equinox because even at their price (and even in the dead of winter!), I found most of their gyms had serious issues with temperature, humidity, and just plain stale air. It amazes me that people seem so willing to shrug off temps that can approach or even pass 80 degrees. I've learned to be especially aware of this because of my metabolism, but not everyone things as I do.
Long story short, if you are trying to do serious exercise in a humid, 80 degree room with recycled air... That could definitely be the reason.