modesty is really a dead issue in the locker room. I have a freind that I work out with about 3 times a week, and he will not even pee in the public bathrooms, he waits till he gets home to shower or anything.
As for staring, I get stared at sometimes, yes even skinny nerds get looks, lol, but I am flattered. I only felt very uneasy once when i was like 15 and i complained and come to find out, i was not the first guy to complain and the man was banned. He was married and a minister at a large NYC church.