I never went to any other gym other than the school's gym as well. I eventually just bought free weights for home use. I learned it doesn't matter how many weights you can lift if you cannot lift your own body. I enjoyed only using by body as my weights, there are some very challenging work outs that only use your body and balance. At one point I began doing vertical pushups without using a wall as a balance. That was fun stuff.
I would suggest you not push the locker room issue and simply find some nice body weight work outs, or purchasing some free weights to use at home, especially if money is tight. I refuse to go into a girls locker room, and only use unisex bathrooms even though I pass completely. Pills wont help much to make you more masculin, but muscles do. Deffinatly keep working out Alex, its the best thing you could do.