I don't think that you have to worry so much, because I think you have to have genital to genital (or mouth or anus) contact with someone infected. You can't really absorb it through your skin.
However, what I would be worried about is, that someone that is careless enough to get an STD, might also be careless in other ways and pass on other diseases. Staf infections are rampant in gyms, so you really have to be careful about who you roll with and make sure you wipe off all surfaces. In addtion to staf, there is athletes foot, lice, crabs, HIV (from contact with open wounds) and a host of other bacterial infections that you can get.
You might notice, but I am kind of a hypochondriac.
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