For me, the gym, sleep, and work all tie together literally; when I don't get the exercise I need, I can't sleep as well (or get to bed as early), and hence, my performance suffers the next day.
I find that it's really easy to fall into the trap of skipping the gym because of work demands, until it gets to the point that I'm not going at all. It's really hard to get to the point where you value your own health as much as your work -- it requires constant conscious effort (for me, at least).