I have carried while working out at the gym,,,I always go to the gym dressed to workout,,,I never use the showers,,,lockers,,,sauna,,,whirlpool etc...the Smartcarry or Thunderwear holster works fine,,,just be extremely careful as you know where the muzzle of your handgun is pointing. I like to use a small j frame revolver or a DA/SA semi auto as that first long hard trigger pull is a safety in itself. On the Smartcarry or Thunderwear holster you tuck your shirt in under the holster in front and over the waist belt of the holster in the back as I have had the waistbelt ride up and show above my shorts or pants. I have also used my holster system that I manufacture that works in cargo pocket shorts or cargo pocket pants.
I always carry while biking or walking or running sometimes with a fanny pack worn on the front of my body, I also like a small revolver or semi auto carried in a front pocket holster or my cargo pocket holster system.
At the beach with swimming trunks only the Smartcarry or Thunderwear holster will work unless your swim trunks have a zippered pocket or pockets and I have never ever tried to swim with my gun,,,if you wear cargo pocket shorts or pants my holster system will work at the beach.
Whatever you do I am extremely careful not to have an AD, accidental discharge while at the gym, at the beach, or walking or running or biking.