25'x44' isn't big enough for all three of those desires IMHO: garage/shop/gym.
I have a 24'x40'. Holds two project cars, a small Kubota tractor, work area, and some shelving/cabinets. Its excellent for a garage and shop but there is no way I'd have the room for a gym. I also have an attached garage on the home for the daily drivers, kid's bikes/toys, and lawn equipment.
Definitely run hot/cold water to it with some form of drain...I wish I had water lines running to mine. Power with a 100A sub-panel. Run at least two 220V lines: one at 30A for a compressor, one at 50A for a welder. Insulate the building well. For heating, I use a Mitsubishi Mr. Slim heat pump system. Heats that puppy up in a matter of minutes, it's efficient, and is works as an A/C on those hot summer days. I'd also suggest 10' ceilings so you can use 8' or higher garage doors.