I absolutely loved this place. I was in Kenya with a cousin who was visiting her family there. My aunt and uncle (though marriage) are members of Windsor and I loved going there every couple of days to work out at the gym and be pampered in the spa. The salon and spa staff were excellent and I got the best full body massage of my life there!!! The food and other club member amenities were fantastic as well.
I'd definitely HIGHLY recommend this place.
Oh, and also recommend checking out the Windsor Hotel (can't remember the exact name) in Mombasa! It was very nice as well.