The way people act in the gyms I've been to only makes my anxiety worse. So, for me, I have found nothing better than hiking. Especially on steep inclines that have no shade from 10 am - 4 pm. I get it locked into my head that I can't stop until I reach the top, and I just inch my way upwards raining down sweat while the sun beats the living fat out of me. It might sound harsh but it's really not, it's almost holy or something. Really the only thing to bring is water. Even though I do this a few times each week, I still find that I'm becoming fat. My morning coffee tastes just like candy as I dump the sugar in, plus I've been careless with my cash and frequenting buffets. I don't really care any more, I'm becoming fat and stupid and in my situation that's fine with me, it's sort of enjoyable. But if you want to lose weight, you might find a mountain range and try hiking up some bluffs at noon. I do this at an area called "The Bluffs" and it really works well. If you think that it's too easy for you, try doing it with a 50-lb backpack on! Also, there is *nobody* out there to see you huffing your way up the trail! .... which can be of benefit to the depressed and the suffering from PTSD, nice but keep in mind, if you screw up and sprain an ankle or die of heat exhaustion, it's your bad. That's part of the excitement in it, and your ability to focus will improve drastically as you become more in tune with your body. This is certainly a bit dangerous and not for everyone, but it's to cherish once it gets in your blood.