From what I can find, the current best combination lock is the ABUS 190CS/60, but you’d have to see if it would fit the locker, and they aren’t cheep.
I'm not criticizing the OP in particular, but in general, people put things worth multiple thousands of dollars in gym lockers and secure the locker with a cheap lock. It may not cost multiple thousands of dollars to get new car keys made, but these days "keys" know how to find the car, so the keys are the car (to a thief).
Where I live, the news sometimes reports a group of guys who keep getting arrested breaking in to gym lockers. Each time they're usually responsible for many stolen cars after a week-long spree or so. I doubt that they're picking locks. They open a few lockers (presumably until they have as many car keys as guys), grab the loot, and run. Wallets, watches, and cell phones are good loot, too. The stories don't say, but I suspect they were not using power tools, just bolt cutters.
So a shackle that is difficult to cut is the first requirement. How large a shackle will the locker accommodate? I'd say get a physically strong lock with the largest shackle the locker can accommodate. A shrouded shackle or a shutter lock with a free-spinning shackle would be good if you could fit it on the locker.
The [ABUS 190CS]https://www.amazon.com/ABUS-190CS-60-Security-Combination/dp/B009S5YCDE has gotten a [good review]https://www.youtube.com/watch?v=fuE20l2y5mE from Bosnian Bill, but it has a 7/16" shackle, which is probably too large for most gym lockers.