My wife and I started at another gym now that we've settled in down here. She does the treadmills and such, and I do the weight machines. I can't really push myself very hard because of back and tendon problems, which means I don't work up a sweat.
Anywho, when we started at the gym in Milwaukee, I'd take my gun and holster and put them in the glovebox before going into the gym. After awhile that seemed like a hassle, so I'd just go into the men's room, untuck my shirt, and not remove my vest. I would, however, wear my gym shoes.
Once we joined this place, I did the same thing, but got to thinking that it was dumb to wear gym shoes when I don't do anything that requires gym shoes. So I just keep my boots on. Basically all I do is untuck my shirt before going in.
I suppose it's going to take these folks awhile to adjust to a guy working out in a black leather vest, black denim pants, cowboy boots, and chewing on a skinny cigar.