Amazing... it appears TFP has a thread on everything... you just search 'paruresis' and you find this thread.
Anyway, I always go to a toilet when possible, because of mild paruresis as well...
I tell ya, that stuff can mess up your clubbing too... I always avoid clubs that don't have an actual stall...
Many is the night I have made an excuse and gone home simply because I was in a crappy club...