I have Oxford health insurance through work and they have a preventative health program that allows me to get reimbursed for working out a gym. They'll give me $200 every 6 months if I prove that work out 50 times during that 6 month period. I've submitted these claims for the past year and a half and they've paid every time and accept my Jiu Jitsu training as meeting their gym requirements.
I just got the latest check and thought this would be something worth sharing with the members here. Find out if your health insurance company has a similar plan and make sure you're not leaving money on the table.