In this scene in Star Wars we find Luke getting his first lesson on the Force with a training drone. As a child this scene was probably the first time I found the spiritual/martial buzz that I have been chasing my entire life.
In the movie Dune, we see Paul Atreides training in the weirding martial arts. He has a neat training dummy that shoots out spikes and has bladed arms.
In the recent animated movie Kung Fu panda, the furious five have a pretty cool training room. Sadly i was unable to locate a picture of it, but here is a picture with the Panda training with an inflatable dummy.
Now the Xmen have the most advanced training room in the comic world. The famed danger room. This is really the tops of personal training devices. It employs interactive holographic technology. Careful though, turn it up too high and it gets deadly.
In Star Trek the next generation we see the holodeck. Effectively this is exactly like the x-men's danger room with holographic interaction.
Going low tech, yet fancy we see the Kung Fu classic 36th chamber of Shaolin. They have all kinds of fancy training rooms, each targeted to develop a particular skill or physically develop a body part. This film fried me in pure awesomeness when I was a youngin'.