As Dr. Dancebelt mentioned, most gym-goers don't have the sense to wear other than baggy clothing, despite the fact that in a gym it's just as necessary to be able to see the muscles at work as it is in ballet class.
Changing-rooms are weird. Where do you live? The gym is one place where most guys feel free to wear a jockstrap so they can feel masculine like sports figures. The thought that a thong is "masculine" is not within their little minds. Anyways, who cares what kind of looks you get from other guys?
I'd wear a thong leotard over my tights, even at the gym, even knowing that it may be out of fashion. But then again, I'm not the typical guy, and never would want to be "typical."
Dress to please you. balletboy[/i]