Don't think you have to gain lots of weight to "look less skinny". While there's nothing wrong with building muscle and bulking up, joining a gym and lifting weights is something you have to commit to for long-term, otherwise (as in if you start and build some muscle mass, then stop) the muscles you grow will go slack and you won't look a lot better than you do know. You don't have to put on lots of weight or grow big muscles to look better. Getting fit in general and toning up will improve your appearance (and make you feel a lot better).
An alternative would be calisthenics (such as pushups, crunches, free squats, etc) and other exercises you can do anywhere with minimal equipment. I wrestled and ran the 400m dash in high school, in addition to doing farm and construction work during the summer, but when I went to Basic Training for the Army, I actually got a little thicker in the shoulders just from all the different kinds of pushups we did, and from the drill sergeants' best friend, the Overhead Arm Clap (looks just like it sounds).
So I'd suggest 3 or 4 variations of pushups for your chest and shoulders, some crunches, planks and leg lifts for your core strength, free squats for your legs, and running/cycling for aerobic fitness. These can be done in about 20-30 minutes per day. I'd personally recommend the 100 pushup challenge, the 200 sit-ups challenge (I just do crunches), and something like Couch-to-5k (never tried but have heard good things about it) to begin with.
Any form of exercise needs to be committed to and continued long term to be of worth; calisthenics and running just require less equipment and expense.
On a side note, you also don't have to grow lots of muscle mass to be strong. The guy in our platoon that hit me the hardest of anyone else in pugil sticks was skinny as a rail.
Edit: Me in high school vs. me now The major difference (besides 15 years): not being able to spend 4-6 hours every day working out.