Dallas_guy,
If she thinks that spending money on a health club/gym is a waste, then you need to find someone who is more literate than that. Talk to her, and explain why it is 'necessary' to be fit.
Unless you guys are going through financial crisis like Wallstreet, I don't see any reason why you can't buy a guitar. If she doesn't care about the little things that make you happy, then let her know how you feel. Think about it and tell her there is a problem in your marriage rather than having huge fights every now and then. If she doesn't acknowledge, then you have to start thinking about other means.
Counseling might be the next step. Anyways, Good luck bro.