I would bring several options that are all comfortable and allow you to move around easily. They'll also be good for after as you'll want to wear something soft and comfortable as well. I personally wore a swimming cover-up, like a comfortable cotton sleeveless dress that came just above the knee. That worked well for me. Towards the end I was just in a bra and then I had someone take that off me once she was born for skin to skin. I could move around well, but I didn't get cold (it was February and I had a home birth in a usually cold, drafty house).
If you're having a hospital birth, obviously you'll have hospital staff coming in and out, but honestly, you probably won't care too much about being naked in front of them after a point. You'll never see them again anyway. As for anyone else, I wouldn't invite anyone to be there who you wouldn't feel comfortable seeing you naked. You will be naked in some way eventually and people will probably get a good look, especially as baby is coming. If you're having extended family or friends there, just make sure you're totally comfortable with that level of intimacy with them. If not, I'd have them wait outside or come later. Honestly, it's not really the sort of thing you want an audience for and I found even with two midwives in the room I felt very watched (otherwise it was just my husband). I certainly wouldn't have wanted anyone else.