wearing a thong at your regular gym can be really tough. in the US we do live, generally, in a culture that doesn't support guys in thongs and the like...unfortunately. If you do wear one openly in the locker room, if only as everyone else wears theirs...putting on deodorant, dressing, shaving or whatever, you WILL get looks and if you know people there...comments I'm sure. I really wish it was different - but i wear thongs to the gym but am discrete about it...but not totally hiding it. I just don't walk around and/or try to make a point about wearing small underwear, i just change and get on with my workout or whatever. I've seen a couple thongs at gyms in the past 2-3yrs and thought 'good for them'.