I'm doing the potty thing with my twins right now and doing the naked thing too. Far as I'm concerned it's the best way to go. Messy to be sure, but mine would just pee in diapers or training pants if I used them at home...
I do have ME training pants and they're the best I've tried. I will use them for when we're going out (they're not quite ready yet I think) and they might still have small accidents. They're nice for when we're at friend's houses or at a store, times when I really don't want to risk a puddle on the floor or needing a change of clothes.