Sorry long read but I think it's worth it. I'm a 23 YO male, I just got my first STD check done and got my results in, it took me too long to do because I was scared. I though I would share my experience, answer questions, and encourage people to get one done themselves. I live in Austin TX, I can only speak for my area but the RBJ Public Health Center does checks for $ 20 and is great.
I hadn't gotten tested before because I was afraid it would be too public, too expensive, and I was scared of what a positive diagnosis for an STD would mean.
About my fears and why they shouldn't have stopped me;
I thought they would mail my results to me and my roommates/parents would see if I didn't get the mail, or it would get out somehow. In reality they gave me my HIV result before I left and I got a phone number and security code to access my full results once they were in. No letter, no embarrassing jokes/talks, nobody beside me and the doctors know anything about my health.
Cost, when I looked it up online there were a bunch of "clinics" offering discreet STD checks but they came with $ 100-$ 400 price tags. I did actual research when I decided I had to get it done and found that the public clinic you should actually go to costs $ 20, the rest is taxpayer funded. I could have, and should have, done this a long time ago.
I was afraid if I did have an STD my sexual life would be over. While looking up information I found out that the vast majority of STD's are curable/treatable and you shouldn't be scared of having one, you should be scared of having an undiagnosed one. Besides HIV the most common STD's can be cured with antibiotics and you can resume activities in a few months, and HIV requires treatment you can only get once diagnosed.
Getting tested was easy, cost me very little, and didn't take as long as I thought it would, I was done within 2 hours. I'll be here to answer questions for a few hours, if you have concerns ask, but don't keep going unchecked, get it done, it's not as hard as it seems.
BTW I'm clean, no STD's, Yay!
Edit 1: I forgot to say, I didn't need to get nude to be checked either, it's done with a small blood draw and urine test now, so no doctors starring at and prodding your junk. So don't let your shyness keep you from getting checked either.
Edit 2: The Test's themselves; They drew two small vials of blood and had me do a urine test. The blood test was me walking into a room, sitting down, them inserting a small needle into my left arm and drawing blood from there. The urine test was me walking into a private bathroom, peeing in a small cup they gave me, putting it's cap on and then placing it on a designated shelf inside the bathroom. They didn't use a cotton swab on my penis but apparently they still do that sometimes.