I read a book by Lisa Delaney called Secrets of a Former Fat Girl. It's a great book and in it she tackles the gym thing. She says that you'd be surprised how many of those skinny girls used to be fat girls. Same with personal trainers, you'd be surprised how many of them used to be overweight.
When I go to the gym, I just picture the person next to me being fat and overweight and I go about my business. It helps that I listen to my ipod, I just tune out everything around me.
If someone makes a comment or stares, I just give them a stare back and they usually go back to what they were doing. Just like anything else, be strong and do not let them victimize you. Summon a little Angelina and treat the rude ones like they are inferior. I can shut down anyone and their insults with one look, just use your confidence to do the same