Being an endurance athlete for a number of years I am really big on any type of training for the cardio/vascular system. The overall health benefits are almost too numerous to mention. It's good for your heart, lungs, blood pressure, and helps with body weight management.
I think spinning a couple times per week is an ideal compliment to your gym work. Spin classes are usually a mixture of low and high intensity all packed into one session. This is what I call a "high-quality" workout and far better bang for your buck then say jogging slowly twice per week.
Anything that's good for your health is good for your golf game!