The times I've worked with nudity or near nudity I was directing, not SMing, but a few things that became very important are, PLEASE make sure that the actors' underclothes do not get lost. Make someone totally responsible, whether it's a dresser, a prop person, yourself, for knowing where the clothes end up and getting them back to the actor when s/he needs them, whether it's at intermission, after the show, as soon as they get offstage, etc. I had a few instances where I went backstage at intermission to have actors calling me, I peek my head in the dressing room and someone can't find his boxers. It's an embarassing and uncomfortable situation for the actors, and everyone involved. Also, if the actors does strip onstage, or on the stage area as opposed to in a dressing room, I'd suggest that they bring in extra pairs of socks, underwear, etc, just in case something does go missing.