If I were you I'd just try to deal with your fear of gyms or get some weights if you have room for them, then do p90x. Works wonders.
I was afraid of gyms too, then I started p90x with a friend at his house and once I had some understanding of weights I wasn't embarrassed in the weight room. I gained almost ten pounds of muscle after doing p90x for about 2 months. I also ate like a motherfucker.
Lifting has boosted my self confidence immensely, I highly recommend using real weights. Good luck man.