A lot of people like the John Elliot + Co wares when it comes to sweats/hoodies. I have no experience with anything of theirs except tees.
I'm partial to the MMM leather elbow patch sweatshirts, but I realize they aren't hoodies. They're pretty thick, comfy (I sized up one from my usual Margiela size), and generally make it to sale time (I bought a navy one last season at retail for $495, and a black one for $170 on sale).
Can't help you with gym bag, sorry