I also hate it if someone talks to me while standing at the urinal. Man, if I've got my hand on my dick, and you've got your hand on your dick, that is NOT time for a friendly conversation. Jesus.
As for the gym, I guess I've led a sheltered life, I have yet to witness anyone blowdrying their nether regions.
In the locker room, I always choose a locker near the door, on the outside wall, so that when I'm facing the locker dealing with my clothes and belongings, my back is turned to the rest of the room and I see nothing. And no way would I ever shower in that joint, I'd rather stink for the rest of the afternoon. Also I don't wanna catch athlete's foot from one of those fuckers. At least our sauna requires shorts. All I do in the locker room is change from street pants to gym shorts, as quickly as possible.