Little late here... but the lack of stability you were experiencing is exactly why squats are considered such an important exercise. Free weight, compound exercises are just plain better at developing functional strength than machine exercises because they involve more muscles in stabilization and allow for a more natural range of motion. That's not to say that the leg press is bad, it certainly has its uses as an accessory exercise but you're doing yourself a bit of a disservice not trying to nail your squat form. Your knees and balance shouldn't be a problem once you've got the basics down (and, honestly, the leg press is probably marginally worse for overall knee health).
I'd make a go at learning to low bar squat, there's a lot of good resources out there for it. Anything Starting Strength related (like this video ) is a great place to start for technique even if you're not necessarily keen to do that particular program (most people would recommend something similar to it, though). The folks over on /r/startingstrength are usually happy to do form checks and are a very knowledgeable, respectful, and helpful bunch (granted, they'll also probably encourage you to do the program :P).
Starting Strength, buy the book. It's all you'll ever need. http://toptalkedbooks.com/amzn/0982522738
Build a solid strength base, then you'll have a much better base for other physical activites
1) Doing deadlifts. This is a strength-training exercise: https://www.amazon.com/dp/0982522738/
Edit 2: More about chiropractors: Few are MDs; the ones I've worked with all went through a 4-year, post-bachelors program. In my experience, chiropractors fit on a spectrum, going from ambulance-chasing quacks to gifted, remarkably effective healers. You want the latter. Only way to find out is to pay for about 3 visits; if you and your body are consistently feeling better physically and emotionally by then, you've found a good one. If not, stop, and go find another. So far, the best I've found lean towards alternative medicine (which was really surprising at first... I'm trained as a physicist, and was REALLY skeptical.) Can't say that's a general rule though. Again, all this is my experience; better to get your own experience and evaluate based on that, instead of blindly deciding based on something you read online.
It essentially focuses on just the squat, deadlift, press, bench press, and (later) power clean, devoting around forty pages to each, and explains why you really don't need much else. They're quite difficult to get right, but the incredibly in-depth explanations will especially appeal to programmers who like understanding how things work.
I say this just because the book completely changed the way I approach the gym, and it mirrors what the article author says about the exercises he used.
From the gloss for Practical Programming for Strength Training : "Exercise is physical activity for its own sake, a workout done for the effect it produces today, during the workout or right after you're through. Training is physical activity done with a longer-term goal in mind, the constituent workouts of which are specifically designed to produce that goal."
He emphasizes that a realistic means of progression is one of the most important aspects of any training program.
Practical Programming and Starting Strength  (which is a better introduction to these ideas for novices) are together the best analytical discussion of physical training that I've seen.
Read this . There are pdfs of the second link available out there. Aside from that, just make sure you plan things out, both your routine and your diet, and make sure you track your progress.
Every box is different. Some are filled with dumbasses that don't know or care about form or proper escalation. There is a great book called Starting Strength I would highly recommend.
It's like my bible. Rippetoe is all about proper form and core compound exercises. If you follow the advice therein - you won't go wrong.
Also the Stronglifts 5x5 strategy is really effective at getting started with strength training.
Crossfit itself isn't bad. It's more just a social workout club. There exists a spectrum between good advice and dipshittery.
You can do it on your own at any gym with good equipment. I have a Gold Membership as well - but I like the social aspects of working out competitively.
If you can spare $20, https://toptalkedbooks.com/amzn/0982522738 is essential reading. There's also a companion DVD at https://toptalkedbooks.com/amzn/B001U9FDP2 but YouTube videos work nearly as well.