What's a good mindset/approach for developing a workout routine?

Similar to Couch-to-5K are http://hundredpushups.com/ and its companion sites, 200 Situps, 150 Dips and 200 Squats. You can do most of those wherever you want, which helps with the gym anxiety.

I might suggest not worrying about what is "right." Unless you have an active job, anything you do will be better than not doing anything at all. Running three times a week is great. Add some pushups and crunches into the mix and you'll be in pretty good shape. Not Iron Man shape, probably, but pretty good shape. Once you need more challenges, then you can set more specific goals. But really, just getting into the habit of doing anything at all is a good start.

If you're not into the gym, there are lots of body weight exercises that you can do at home with little-to-no equipment. When I was first getting into strength exercises, I used the website SparkPeople.com, which will generate strength workouts and you can specify how often, whether/what equipment you have, etc. (If you're not looking to lose weight, you can totally ignore that part of the site - the workouts and videos are still really useful.) I've also found that I find the gym less intimidating if I a) wear headphones and listen to music to sort of tune everyone else out b) go at non-busy times (especially the first few times until you know where things are, etc.) Although the weight room can totally seem intimidating, I've been working my way up to doing more workouts there using these strategies! You probably shouldn't try the barbell weights without knowing what you're doing, but most of the machines have instructions on them and little diagrams of what you're supposed to do. If you go at a non-busy time, you can take your time reading the instructions and playing around with different amounts of weights to see what amount is difficult-but-not-impossible. If you have the $$, of course, you can also hire a personal trainer who could show you how the weight room stuff works and give you a more personalized plan.

You don't need to be in the gym or on a sports team for fitness stuff. As you say, outdoors running is great. You don't need a gym to get strong either - you can do pullups on playground equipment, pushups and situps anywhere outside, lunges, decline pushups with your feet on a park bench, etc. Body-weight exercise results in a healthy physique and the sort of real-world strength that just makes life easier. I recommend it whole-heartedly.

I hate gyms. I've had memberships for years, and have never been able to go on a regular basis. Two years ago, after I finished rehabbing an ACL repair, I discovered Triathlons. I joined one of the well-known "raise money for our good cause and we'll train you how to finish" organizations. Coaching, group workouts (socialization is always fun, and misery loves company), and learning how to swim, bike and run properly made a tremendous difference. Changed my life. I wasn't in terrible shape, but I finished in the best shape I'd been in since the 1990s. I've been rehabbing my latest injury for a while now, and I'm reminded again how much I hate gyms. I start cycling and swimming again later this week, and I can't wait.

I would try a lot of things and see which ones work for you. I used to be all about martial arts and not very in to lifting weights, but now I lift frequently and gave up on martial arts. I used to hate running, now I do it at least weekly. I was never a biker, but I just bought a bike and have been riding it 5-6 times per week. I used to lift at home, then I joined a gym, now I'm mostly back to the gym. I could never get in to bouldering or lap swimming despite trying. What I'm getting at is: the best exercises for you are the ones you enjoy, so it's worth it to try new things periodically. I'm not saying you have to go try all of those things at once - my story above is the past 6 years - but I think the way to figure out a plan is to try a few things. Borrow a bike and bike around a bit. Buy a barbell and plates and do deadlifts and rows once a week. Many martial arts gyms will do a free session or free week, go to that. If you like something, stick with it, but if you stop liking it go ahead and try something new. What you enjoy can change (especially when your schedule changes and you have to re-order your time) so don't hesitate to try something new. Also, some of your exercise repertoire doesn't have to be a "routine." I really love canoeing, but I don't get to do it very often. But when I can get out for a 2 hr, 4 hr, or weekend trip, I do. That beats the hell out of a routine. If you're worried about weights, buy http://www.amazon.com/exec/obidos/ASIN/0982522738/metafilter-20/ref=nosim/ and read/skim it. It keeps things simple, gives good advice, and demystifies lifting weights. It's a really good starting point if you're interested in weights but are feeling lost. Finally, about the awkward kid thing: I was definitely an adult before most of my awkwardness subsided. I think it's pretty normal to still feel awkward about exercise. The only thing that really helps me (other than caring about others' opinions less now that I'm not a teenager) is just doing more and more physical activity. I was terrible at BJJ when I did it, and after 2 years of doing it I was only at "good enough to do it without embarrassment" level. But you know what? Now I can do it without embarrassment. Same with a lot of the activities I've picked up - I'm never going to be a star, but I just did them anyway and I can do them confidently now. And it gets easier once you've done a few activities. So the best advice I can give is just to get out there and try some things, and the awkwardness will likely subside a little bit every time you're active.

Set goals for what you personally want to accomplish. If you view your workout as a competition with everyone around you, it's easy to feel intimidated. If you approach it as setting and meeting personal goals, everything else fades into the background (especially once you establish a good work out rhythm). I hated sports and group activities when I was younger, but I have no problem going to a gym now because everything is on my own terms and at my own pace. The http://www.reddit.com/r/Fitness/ section on reddit is a knowledgeable and welcoming community for figuring out how to set and meet fitness goals. Also, some gyms have personal trainers you can hire for a session or two. It might be worthwhile to take a few sessions to learn how to use the machines. After that, I'd go during times when it is not busy until you work up your confidence. Also, it's good to remember most other people aren't going to be judging you, they're going to be focused on their own work out. Good luck!

You might have to try a few things to find the place that you are really comfortable, but I recommend small-to-medium group classes where you can get *some* direction from a teacher/leader/coach. I find this works a lot better for me, personally, that just going to gym and working out on my own. I also have a bit of that uncomfortableness working out in public, but I've found it goes away a lot quicker when you have someone helping you with your form, and when you have a groups smaller enough that you can get some camaraderie with your classmates. Gyms like the Y are good for group classes. My workouts of choice are Crossfit and vinyasa yoga though. I also Run 3-4x a week.

Like showbiz_liz, I found joining a martial arts class excellent. I generally feel awkward in exercisatoriums but my taekwondo class has been great. I think the right group is so much more important than the 'best possible exercise'. If you think you might be interested in giving it a go, try out a few places until you strike gold. My group is encouraging and diverse (kids, seniors, pregnant women, highly accomplished senior belts, about a 50:50 male female mix). I was never shamed for being grossly unfit when I started. Everyone is working at a level they are challenged and have better things to do than watch my every move. It takes me forever to learn combinations of moves and it is no big deal I'm so slow... they just keep showing me. People text me if I haven't been for a while. Praise feels great. I'm very strong now and enjoy the feeling I could kick someone in the face if I chose to* while walking through an obnoxious shopping centre. *I would never do this.