I would definitely take your own, The gym I used to go to, provided towels, but they were pretty small, and, let me tell you there is nothing more embarassing then having a shower and trying to wrap yourself in a little towel and then running into your boss while wearing said little towel in the change room. Right after that encounter, I started packing my own larger towel.
Some do, some don't. Although, most that I have been to do provide towels.
You'll have to check with the particular gym you are planning on going to in order to find out whether or not they provide towels. Or, you could simply pack a towel just in case.
Angelee is right, some do some don't. But I think you should bring your won. In my opinion it is more safe and more comfortable to use your own stuff like towel. :-)