Wow, I think my comment caused this thread to be started; that's never happened before--my comments are usually lost in the shuffle

Growing up no one really paid any attention to nudity within the family. Meaning we did not walk around naked just to be doing so put it was not a big deal at all to change in the same room (especially while travelling and all in one hotel room) or zip over to the laundry room while naked to grab something out of the drier or whatever.
DHs family (who are very conservative otherwise) appear to have had the same ideas. They travelled often as a family of 6 in a motor home it would have taken forever to get everyone ready if each person had to take a turn in the bathroom to change.
I have never been bothered by changing in dressing rooms, etc. We rarely went to pools when I was a kid but I don't recall my mom making any issue out of it--it was a changing room so we changed.
We have pretty much had the same attitude with the kids. Basically if it is an activity that normally requires nudity, and it is just family around then we don't worry about it. We also did not wear suits in the hot tub (the soap from the suits is not good for the chemical balance in the tub) we used to have unless we had guests. One night when we had people over DS wanted to get in the hot tub and go on to bed. We told him he could and he started to unbuckle his belt and then stopped and said--oops I forgot we have company I'll get my suit and ran off to his room

DH and I talked about it years ago and went with the conventional wisdom that when it started to bother the kids we would all start to cover up--hmm they are 11 and 13 now and still are not bothered
Both kids are fine with changing at summer camp and swimming class and the like. DS is often in theatre and dance and has had quick changes in the wings (but, being boy costumes the underwear has gotten to stay on) many, many times.
It is probably a good thing we happened to be like this from the get go because it made for one less thing to shock the kids when we moved them to Germany. This is pretty much the attitude here. We are FINE with it, but it still jumps out at us as different once in a while. A couple of examples:
the family dressing room at the pool we frequent is not little stalls for families like you would have in the US. It is one big room where both genders of all ages change in full view. If you are not comfortable sending a young child into the single sex changing room this is the only other option. Everyone pretty much just changes and no one cares.
At indoor play places people tend to change into "sports" clothes when they arrive to play. Kids of all ages (often older teens "play" too--there is not the stigma to be cool about this) will stand next to the locker lining the walls in the room full of slides and trampolines and the like and change. They keep underwear/bras on but other wise pull of shirts and pants and put on shorts and Ts. Boys pretty much always do this--you see many (but not all) girls head into the restrooms to change or arriving with sports clothes already on under their regular clothing.
Obviously everyone will have an inborn tendency to be a bit more or less modest (or anything else for that matter) but I stand my theory that it is largely a learned behavior--largely because i have seen how that attitude differs when someone has grown up in a culture with a different norm.
Oh and C.Ann--I had to laugh at your age comments because I have heard my grandmother (she is nearing 80) complain about having to wait for a stall to change in at the rec center where she does swim aerobics--they took out the communal (single sex) changing rooms a couple of years back and replaced them with stalls because (according to Grandma) "all these kids now think they are too good to change in a room with someone else like we did back in my day").