If you can't smell smoke in the exercise room, you should exercise. If you do smell the smoke, you should exercise elsewhere in a smoke-free environment.
Join Curves! It's great! It's the only thing that's gotten me off my butt since college days. It takes 30 minutes, you're away from that nasty smoke, and if you're in a medium to large size city, there's one near you.
Disclaimer - I do not own stock in Curves, I am merely a member.
Seriously, second hand smoke is probably the reason you have no energy. You are inhaling larger amounts of carbon dioxide besides all the smoke junk.
Good luck!
You could also do brisk walking in a nearby enclosed shopping mall (just don't bring your credit cards, or it can be expensive LOL). There are lots of folks who do this in the area where I live. Could you get the smoker to smoke OUTSIDE for your health and his? Breathing all the smoke is not good for either of you and makes both of you more prone to infection. Smoke also permeates all your furnishings & carpet and the particulate matter from cigarettes is not good for anyone either.
Good luck!
Starion