I go to my gym 3x a week for exercise and a sauna so I had to develop some stragety for dressing. Since I have only panties I wear a subtle color which I can quickly take off and put in my gym bag while noone is looking. My T-Shirt covers the majority of my panties as I quick change so I'm only exposing the bottoms for a short time.
In the sauna my toenails don't attract attention since I use a clear polish which only becomes noticable in natural light where it shows a pearly blue flourescence. In artificial light it passes. If I have a red polish on, I slip on a pair of those water shoes, the plastic ones they sell at Wal-Mart.
During dressing I wait for a quiet minute and slip on my panties while sitting down on a towel. I already have on a T-Shirt which I pull down and cover most of my panties until I slip into my jeans. If someone if very close by, which seems to happen quite often, I'll just put on my jeans and go home pantiless.
Don't forget to leave some time for the bra strap lines to fade!!