I live in the Southwest Metro area, and am a Nawlins original.
Unless you wanna pay outrageous property taxes, don't move into the Atlanta area. The nightlife in Buckhead and Vinings is nice, but I don't have time for that anymore, plus they are expensive areas to live.
There are a number of Gold's, Bally's, Crunch's, and other major chains, along with a good variety of independant gyms, some of which are 24 hours.
I live in the Douglasville area and I really like it. I am less than a mile from a Mall, Super-Walmarts, Targets, and most any type of store I can think of. And the crime rate is less than average, much better than the shithole of New Orleans.
Also, expect to witness seasons, something a New Orleanian is not used to. I thought there was only summer and a rotating winter (comes like every 2-3 years).