All the gyms I've been to have the showers segretated, either by a wrap around shower curtain, glass dividing walls that have frosted glass or are set up to look like toilet stalls but with the shower head and taps instead of the loo itself.
I mean, I am not well hung extremely, but to me all this hiding around only appears to heighten a bloke's sense of insecurity about his size rather than relieve it by hiding it. So I just shower buck naked after soccer practice with the rest of the team and, although there is ribbing how In am not the most well hung like Davo or Barry are, it is never malicious and is all in good natured, bonding type fare. In fact, the showers at my local soccer club were kept in the old style american 'gang shower' set up even though some of the teenage members wanted to change it to the toilet block/glass wall set up. The coach simply said the expense was not needed for an already struggling local club and that, rightly, we were men and that nudity in the locker room should be a non issue and should be embraced.
Out of curiousity, I have noticed in many european and canadian movies, that when they do show the locker room shower scenes it appears that many still have the gang shower ( you know, the pole with six shower heads attatched at the top and you all basically have to huddle together to use it ) or are pretty much open air types with no dividing walls. To me this is a great initiative as it forces guys who are shy about nudity to just get over it and enjoy the experience, and also to accept that, in the locker room at least, there are no secrets amongst your fellow blokes. Even on the cock and balls level.