I am a newbie and have really been enjoying the food aspect of Paleo. I cannot believe I am not jonesing for sugar; that is a major accomplishment! Ready to move onto integrations of exercise. I have been a slacker for a year or more, walking once a week and thinking my busy life is exercise enough.
There is a really good deal at the gym in my town currently and I am considering joining, however I wonder if working out at home and tackling the hills hiking would be a better idea. There are no crossfit gyms anywhere near me, so this is a 'standard' gym with a good weight scene and cardio machines.
Depends on your goals. If you want longevity and fitness to just live then you don't need a gym. Body weight resistance training and plenty of walking and just increasing your daily energy output with yard work and such will do.
If you want vanity muscles, or find that you do better with group activity or have other very specific strength goals associated with sport then you may need to do the gym bit. Shouldn't call them vanity muscles I suppose (heck I go to a gym occasionally in the winter...). I just mean hypertrophy isn't exactly necessary.
Combine outdoor activities (such as hiking or jogging) with gym.
At the gym, make use of free weights; don't be intimidated by the big muscle junkies. Ask the gym instructor for advice on correct usage of weights. Otherwise I recommend this book here (affiliate link). It gives detailed explanations on many exercises and muscle groups.
Please avoid fixed range machines. They train only on muscle each and are rubbish. Free weights train big muscle groups in concert, improve muscle coordination to maintain balance and more closely resemble every-day actions (such as picking up heavy objects). They are more "natural" and thus paleo, as it were.
i think gyms are a waste of money. you can easily get in great shape at home by doing jayjay's suggestions of walking and strength training. i do have a lot of stuff in my home gym like a pull-up bar, punching bag (just for fun), and various weights, but i use chairs for a dip station.
I've lost a total 50 lbs since june and all I've done is walk in and out of town for 1-2 hours a day at 2.5 - 3 mph. Any strength stuff has been pure body-weight resistance. I suggest mark's book as well. I think he's got it pretty well on the mark.