The shared changing rooms (one for me and one for women) are on the left hand side, about halfway down.
I have no particular preference re cubicle versus open change but can understand why some people might (there is one private shower in the women's changing room as well as two open ones).
I can understand entirely why someone might want to use a private shower - I'm not particularly self conscious about my body but I do prefer to use the private showers at FHP - more because I don't really want to parade around naked and bump into one of my neighbours - mucho embarrassing...