I work at two local Ys and have gone to several others. I think those "group showers" like you may have had in high school are a thing of the past. Most have seem to have individual stalls.
You should also have several choices too - a women & girls locker room, a family locker room and a women's locker room. The first is for women with female children or girls over the age of 8 who can get ready alone, the second is for ADULT women only (no kids) and the third is for parents/families with opposite sexed children.
They suggest that us teachers use the women's locker rooms always as they don't want our students ever see us showering or changing and parents getting the wrong idea if their kids say, "Mom I just saw Ms. Susie naked!"
I think lots of people feel like you do. We ask for humility in the locker rooms - i.e. no unnecessary nakedness (wrapping yourself in a towel, keeping a suit or towel on in the steam room/saunas, etc.).
Plus most "showers" also seem to have either attached or separate changing areas that use that vinyl curtain. That way you don't have to stand in front of everyone else or go into a toilet area.
More often than not, I will use the handicapped stall as it's almost NEVER used! It has lots of extra space on the benches too.