I'm pretty modest. It's not from shame about my body. It's just the way I was raised, I guess. When my mom would take us swimming (lessons at 8 a.m., swimming in the afternoons), we'd have to shower before we went home to get the chlorine off us. I know we never dressed in public, so I guess they either had dressing rooms/stalls or we dressed in the shower stall. My mother was the most over-protective woman on the planet. I think its because she was a little kid during WWII in Germany --- bad things happened, but she wouldn't ever tell us what they were (except for starving). Anyway, we were basically wrapped in cotton wool for our entire childhoods. My dad was the same way -- no yard work for girls (I wanted to make $$ like my brother did), and if I wanted to go on a date, my dad had to meet the guy at our house three times first. Then he would decide whether to let me go out with the guy.
I would not belong to a nudist colony, or undress in front of others in a locker room. Before I had kids, used to workout/play racquetball for 21 hours a week. I'd just drive home from the club and shower and change in privacy.
But I'm so used to having medical procedures and/or hospitalizations that being nude a medical setting doesn't bother me at all.