TexasCHLforum.com

You might look at the Taurus TCP (Taurus Compact Pistol): http://www.taurususa.com/gun-selector-r ... &toggle=tp

They come with a ballistic nylon pouch, that just looks like a cell phone case to the untrained eye. It's only available in .380 ACP DAO, but it would be better than nothing in a gym and should be relatively comfortable. You could even put it in a pocket holster, if your gym shorts have pockets.

I own a couple of Taurus pistols (although not this model), and they're pretty decent weapons for the money. I've never had any problems with mine.