Our family is pretty comfortable half-naked, too. My oldest ds does have his own bathroom, but if I need to talk to him, he has no problem with me poking my head in while he's showering, as long as I knock. (He'll be 16 in 2 mos.) Older dd prefers privacy while she's in the bathroom, but doesn't mind if I really need to be in the bathroom too, as long as I don't stare at her. She still has no problem with bathing around me, or showering with me if we're in a hurry in the morning, just likes privacy to use the potty (she's 9). Little ds will be 7 this week, and has no modesty issues at all. He still showers with me sometimes, too, and often bathes with the baby and thinks nothing of it. Dh lives in just undies in the summer, and no one thinks anything of that. I've spent a lot of oldest ds's life breastfeeding, so he's pretty accustomed to the brief sightings of breasts. He also is so used to me pumping, he doesn't think of it as a private activity (at home, I usually pump in the living room on the couch while checking e-mail, or watching TV.) His casualness about breastfeeding has been useful. His English teacher last year was my patient, and she struggled a bit with nursing/pumping when she started back to school after the birth of her dd. Ds actually relayed several messages back and forth between us about her pumping issues. Probably not too many 15 year olds would be comfy doing that! On the other hand, his casualness can be a problem, too. Today I was sitting on the floor in the living room pumping one side (worked this am and little dd only wanted 1 side when I came home.) Older ds came home with our church's college intern unexpectedly, and traipsed right into the living room with him to ask me something, even though he could hear the pump going. Fortunately, college intern guy had absolutely no clue whatsoever since I had my back to them and just looked over my shoulder at them. Maybe a little less casualness would be useful, though!
In our experience, the kids have sought out more privacy when they needed it, and we have just respected what they want. I wouldn't go in the bathroom with older dd unless she says it's okay, and I always knock on older ds's door. I expect them to knock if I have the door closed, too. If I feel they've violated my privacy, I ask them gently to respect it. If they feel I've violated their privacy, they're not always so gentle, but we cut them some slack! When I've been walked in on, I simply tell whoever that I'm dressing or whatever and can they please wait outside, and next time knock! Other than knocking on closed doors, we haven't felt it necessary to make any other rules, and find that as they get older, they're just less comfortable naked around each other and naturally seek more cover.
Now that older ds often has friends over, I have encouraged my younger kids to get dressed when it's not just family in the house. They seem to understand that it's okay to be naked around your family, but that you get more covered when strangers are around.