Wow I know exactly how you feel. I go through this all the time. I get tempted by those Androids! Although I always seem to make my way back to the iPhone.
I have been so tempted by the Note 2. Still am--the S pen really intrigues me. It sounds like that is one of your favorite features so you probably wouldn't be satisfied with the S3 or S4. I think you should just go back to the Note 2 and just get a little Shuffle or Nano for working out. I personally never kept my phone on me at the gym but rather in a locker but I don't know how long you work out. If you are going to be there for an hour or so you really don't need to keep it on you, do you? However, if you are working out for like 4 hours that might be another story.
I have an upgrade available May 1 and I just don't know what I will pick either. I will probably get a Note 2, S4 or HTC One. I'm too impatient to wait for Apple's announcement for the next iPhone so if they come out with something spectacular I will end up paying through the nose to get it after already using my upgrade. The life of a gadget junkie, I guess!
I did look at the HTC One in AT&T yesterday and it is drop-dead gorgeous. Yes, I am having concerns about the camera as most of the reviews I've read and comparison shots I've seen don't impress me. My kids, however, are grown up so I am only snapping pics of my dog or flowers outside or stupid things like that for Facebook and the like . So for me it wouldn't be a huge issue. Its at least as good as the Note 2 camera.
Again my vote is for the Note 2 with a Shuffle or Nano companion. Good luck and let us know what you decide!