With workout you can only workout until a limit and it says "....Come back tommorrow". Since you can only workout to that point, what you can do is go to your house and save the game about 3-4 times in a row (each save is 9 hours). Then after you do that a few times you can go back to the gym and workout some more.
First of all this isnt a CODE, its a small glitch and it might work well in other places. I used the save at your garage in San Feria. First get a pistol with some ammo, not a lot because that is what this glitch is for, and go to the garage. Then just start shooting people, making sure you are getting all the cops. As your wanted level begins to rise more and more cops appear. Kill all of them and collect their weapons. As your health starts to deplete, go closer to the save point, but don't touch it until you think you have to. Once you do touch it, save your game and come back to the outside worl with no wanted level and the same ammount of cops around. You can repeat this process as many times as you want, with what ever gun, to level it and gain respect.
1. Go to the ocean or lake and swin for hours. 30 minutes of swimming will give extra levels of stamina and strength to CJ.
2. Get a bike that consists of CJ pedaling. Go somewhere that will need much pedaling, but not too much. Like Red Country. With the BMX try jumping a lot, because the more CJ jumps the more he will become at jumping overtime. CJ can also learn different tricks and land them much better than he first started on a bike.