What to wear to the gym

I've never posted here before. If this has been covered recently, I couldn't
find it. I did a Google search and didn't find much. I'm in pretty good
shape, and not vain at all. Shy in fact. I have been working out at home,
and at the gym at my work for about 4 years, which is basically dead except
for a weight watcher's class 3 days a week. Most days I'm the only one in
the free weight area.

I just joined 24hr fitness, and can't wait to get started. At home or work,
I usually wear long black Otomix pants, a Golds Gym sleeveless shirt and
black Reebok sneaks. Or Power Builder terry cloth like shorts (great to wipe
sweat) and a tank. The think is, now that I'm going to be in public, I don't
want to walk in there looking like a 'prick.' You guys know what I mean. I
don't want to come off as a muscle-head or a coordinating outfit butt of
people's jokes. I just want to be anonymous, lost in the crowd kind of
thing.

I know the number one answer may be "What do you care?" That's easy to say,
but I think most people are self-conscious in a public gym if even a little
bit. No one likes to feel that people are looking at them and laughing. At
least I don't. So, generally speaking, what's good to wear to the gym?
Thanks.