Here are a couple things you could do:
1. Workout in no underwear and loose basketball shorts. Workup a hardon and move to a different machine.
2. Wear no underwear and thin white shorts and do a lot of cardio so you work up a sweat and become "transparrent"
3. When no one is looking go right into a shower in the womans locker room, get naked, shower and then walk out naked towelling your hair dry when there are women in there, it will appear as an accident since you are new to the gym.
4. In the mens locker room, take the first available shower and leave it open a crack and masturbate in the opening. If anyone is interested you will know.
5. Shave your genitals in the locker room. At the sink to be more "obvious"
6. Wear a butt plug or cock ring while exercising.
7. If it is late and there are very few people. Lock ALL of your clothes into a locker and see how far out of the locker room you can get while naked. Work out on a machine if you can.
8. Most gyms having tanning beds or booths. Take off all of your clothes and place them into the booth, then go into a different booth. Tan, and pray no one turned your clothes in to lost and found while you were tanning.
9. Go into the sauna/steam room in only a towel and take it off once inside. If someone else comes in stay naked.
10. Cum on the counter top next to the sink and leave it there for the cleanup guy.
These are just a few ideas to get you started. Hope you have fun.