If you use the same gym as your colleagues, there are a few ways to make your workouts more comfortable:
1. Change at opposite ends of the locker room
If you and a work buddy make gym trips together and you're uncomfortable seeing each other naked, work out a system of changing on opposite ends of the locker room. Holler "All clear!" to let your cubicle-mate know you're decent.
2. Work out during off hours
Lunchtime is the most convenient time for a workout, and therefore the busiest. If you want more privacy, pop in before your workday begins.
3. Avoid jokes at your own expense
If you're the type who uses humor to get out of unpleasant situations, make sure it's not the self-effacing kind. Joshing about how you have to lose another 20 pounds will only make your colleague uncomfortable.
4. Don't hide
You might think Nancy-Ann from human resources can't see you cowering behind that StairMaster, but she can. Suck it up, say a quick hello and -- if you want to avoid prolonged small talk -- tell her you have to speed through your workout to make it back for a meeting.
5. Rinse off
It may be tempting to skip the post-workout shower if you're afraid of exposing yourself to colleagues (or being exposed to them), but you shouldn't. You don't want to be that guy who stinks. Everybody talks about that guy behind his back. It's a cruel world.