Shower at gym if I'm working out in the morning; shower at home if working out at night.
I'm the other way round. In the morning I'm in more of a hurry and I can shower/shave/etc. much faster at home.
In the evening, I have more time, and at my gym there's lots of good sightseeing. A few years ago they put in shower curtains to "provide privacy." But the holes in them for the hangers are great for catching a peek at guys going in and out of their showers. Also, if some guy wants to play, we're hidden from view
One exception: A few years back a friend of mine and I would work out together in the evenings...and we'd go back to my place to shower. We did a bit more than just shower. Sadly, he moved away.