Short answer: All the fucking time... except when I'm sleeping at someone else's place because, as far as I know, no one wants to see me naked like that...
Long answer: Of course I sleep in the nude... I mean, if it's hot, I wouldn't have to take off my clothes again just to get comfy and shit... and, if it's cold, then it's just a perfect excuse to get turned on and start jacking off to the natural coldness of my bedroom... However, all of that get thrown under the bus if I'm sleeping at someone else's place because the last time I did that, let's just say we're "glad" that the sister was both single and was technically sleepwalking so, to her, it was only a "bad dream"...
Overall, only in my own room, thank you very much...