My 10yo dd has no modesty at all. She bathes with our 2yo dd all the time and last night after their bath she brought the toddler into the office where dh and I were to show us the jammies she had picked out for the little one. She was still completely nude!

She isn't really developing yet though; maybe that will change her attitude. I encourage her to wear at least panties and an undershirt around the house, at least as much as she'd have on at the pool or lake.
I was much more modest when I was growing up. Even though it was more often than not just my mom and the three of us girls, we still wore clothes around the house. I don't have a problem with others' nudity; I was in the Army and have lots of experience with group showers, etc. I try to take my cues from whoever I'm with to how much skin can be exposed. Left to my own devices, I'd live in my panties most of the time.

As far as how my daughter feels with peer nudity, when she's had friends sleep over, they've changed clothes in front of each other and didn't bat an eye. Again, maybe this will change when they start developing more.
eta: DH is very modest. He never hangs out in anything less than pajama pants and an undershirt. Also, I'm homeschooling, so I don't know about the gym shower thing for kids.