You can do it at home. For me and other hardgainers it's actually recommended that you do short, intense workouts, where you can scream and gasp without worrying that you are being ridiculous. It takes up very little time and the feeling is incredible. If you need to lose weight, i would recommend biking.

Think about it as a way to improve blood circulation to your most valuable organ: your brain.

You might find this guys' videos fun: http://www.youtube.com/user/scooby1961?blend=1&ob=4 ; He sounds geeky enough to be trusted