How do I work out without going to the gym?

I want to start loosing some weight and building a little bit of muscle but I dont want to go to the gym. Im really self conscious and I think I would have a panic attack if I did go. I know most of the people there wont judge me but I hate being perceived and even thinking about peoples eyes on me makes me panic.
I do have a Exercise bike but I can only do so much with it lol. Any advice will help besides telling me go just go to the gym. I can buy some semi expensive stuff but im not really looking to purchase anything expensive.