I went to a gym for about a year (my mom did physical therapy there and then signed the two of us up... I went to undergrad close to home) It was kind of a mega-gym and I regularly would work out, rinse off, go for a swim (shirtless with scars), come back into the locker room to wash my hair/rinse off, and change into clean street clothes (did the boxers in the shower the rest out in the locker room).
I never had a problem once. I did this almost daily.
Worst part about locker rooms is the fact that it was popular amongst older men who grew up in the generation where the locker room was a place to be naked and not give a damn. Gross. None of the younger guys did this (maybe just a quick jaunt from shower to locker), so I'm assuming its a generational thing.... Not being a fan of naked men of any age this was gross to me, but it was essentially harmless.
I go to the school gym now (art school... its all gays and fashion majors =p totally safe... that and I don't even change there) I run there and back. Its exactly 1 mile away, but I typically will run to the park, around the park once or twice (1 mile loop), and then up to the gym (total of 2 1/4 or 3 1/4 miles pre-gym). Stretch/do weights at the gym for between 30-60 mins, and then run home. I alternate that with only running days which I run like 4 miles or so (trying to increase that).