I'm not criticizing the OP in particular, but in general, people put things worth multiple thousands of dollars in gym lockers and secure the locker with a cheap lock. It may not cost multiple thousands of dollars to get new car keys made, but these days "keys" know how to find the car, so the keys are the car (to a thief).

Where I live, the news sometimes reports a group of guys who keep getting arrested breaking in to gym lockers. Each time they're usually responsible for many stolen cars after a week-long spree or so. I doubt that they're picking locks. They open a few lockers (presumably until they have as many car keys as guys), grab the loot, and run. Wallets, watches, and cell phones are good loot, too. The stories don't say, but I suspect they were not using power tools, just bolt cutters.

So a shackle that is difficult to cut is the first requirement. How large a shackle will the locker accommodate? I'd say get a physically strong lock with the largest shackle the locker can accommodate. A shrouded shackle or a shutter lock with a free-spinning shackle would be good if you could fit it on the locker.

The ABUS 190CS has gotten a good review from Bosnian Bill, but it has a 7/16" shackle, which is probably too large for most gym lockers.

max inside clearance on that is 3.08 inches. I'm gonna say nope.

I'm using an Abus 5 foot heavy (like 20 pounds) chain, with an abus high security combo padlock

https://www.amazon.com/ABUS-190CS-60-Security-Combination/dp/B009S5YCDE/

I also use a couple cheaper ulocks as "wheel locks" and remove my batteries to go into a store.