I remember the shock when I was in Junior High and asked to change in a locker room. Even a room full of other girls was WAY more embarrassing then I could handle.
Motherhood sure changes that thought process!
But I have four children that have all at one time, and still today, join us in bed. My two youngest - quickly approaching 4 and 3 yrs old, are still wandering into our bed in the middle of the night.
I believe if you teach comfort of their bodies, the right amount of what privacy is, that they understand as well as possible that their bodies are theirs only... then the balance for them to be comfortable with your Au Naturel will be normal.
My two oldest are quite aware that we sleep often with little to nothing. Mornings when they want to join in with their younger sisters for cartoons, they prefer to stage themselves to the end of the bed. I am sensitive to their needs, and will cover before leaving the room, but I most certainly do not show embarrassment or disapproval to their joining us.
Kids often will signal when it is time to down the robe. Nudity is not something they will not have to deal with again, so the more they realize you can be comfortable in your own skin, the less of a shock it will be later. A "healthy" dose is what you will define for your family.