I'm on SL program, just started out too. Find a gym with power rack, it's safer because of the safety pins. As for your self conciousness, it will fade in time. I was like you, always aware of people staring, but after my 3rd day at the gym , I really couldn't care anymore lol. On average, I spend around 45 minutes to 1 hour every session.

The best advice I can give you is check your ego at the door. Don't be intimidated by bigger guys at the gym, always remember they were once small as well.

I did SL before but I don't think it's as good as SS in terms of linear progression. I'm doing 5/3/1 right now. You'll stall kinda fast with SL but it doesn't hurt to try. I did SL for about half a year before switching to madcow's 5x5 because I kept stalling.

Better to go to a gym if you don't have weights and plates to begin with. Too costly. Most gyms that have a power rack can do for you. Make sure they have the 2.5lbs plates as well.