We're quite fortunate, we have unisex showers in the gym, however male and female locker rooms. Im just in the process of transitioning at work, and I have agreed with HR that whilst my legal gender still says M, then I will simply use the disabled bathrooms. After GRS and my legal gender say F, then this no longer is a problem. The gym showers should be fine, I just won't use a locker and can get changed in the shower cubicle.
At a public gym, umm, I suppose if you 100% pass then I would use the female change room.