The term going commando originally caused me to have visions of Arnold Schwarzenegger. I quickly learned that this term merely meant that you were not wearing any underwear. Some other terms that mean the same thing are ‘going indian’, ‘free balling’ (this term is for men seeing that we don’t own any balls to set free), and free buffing.
I do not go commando 100% of the time. When I do it does help me feel sexier. Once in awhile I may ‘forget’ to put my underwear on which then leads to me confessing to my husband. This can really drive him crazy depending on where we are or what we are doing. Try removing your underwear in the ladies room, discreetly put them in your husband’s pocket and see what happens. Sometimes I go without telling him that I am underwear free and he figures it out soon enough with the touch of his hand. Some people choose to go commando 100% of the time. Cummingirl mentioned not wearing panties in her Ben Wa Balls: A Toy Review. If I remember correctly her ben wa balls did fall out at one point so there you go, woman are capable of freeing there balls. 
Sleeping nude is a very common practice. The benefits are that it keeps air circulating, improving fertility in men, increases physical intimacy with your spouse, and it helps us relax. Remember that we entered this world naked and probably preferred to be naked as toddlers as well. It’s a natural state.
That being said, I usually do need to wear something to bed. I have trained myself to feel more comfortable that way. I think I will change my ways after reading all these benefits of sleeping in the buff. In my investigating of this subject I have found that being naked can stop perspiration, therefore decreasing body order. Not restrict blood vessels, which cut down on developing varicose veins. I’m all about smelling good and making my legs look as attractive as they can. Oh, look at the time. I need to get ready for bed. I can’t wait for my husband to experience his ‘morning wood’ while he is free balling. Ahhh, good times!! Hasta la vista, baby!!
monogabliss.com 
I have found that I also prefer sleeping with clothes on. I find it more comfortable. I have tried sleeping naked on many occasions and I don’t sleep well. I wake up a lot and roll around. My husband on the other hand always sleeps naked and he also sweats a lot. He used to wear clothes because of sweating so much but it didn’t help obviously…on topic of commando. I have done it once or twice going out to eat with my hubby. He loves it!
You know, honestly, sleeping naked just takes time to get used to. At first I was exactly the same as you. Not only did I need a nightie, but my underwear too…COULD NOT sleep without underwear on. Now? Now, I CAN”T STAND wearing underwear to bed!!! It just took time to get used to. Now, the only time I wear undies to bed is when I’m on my period. But I can’t stand it. It’s the worst 5-7 days ever!! First chance I get…the underwear is gone!! I used to wear longer nighties to bed, too, then I started just wearing a t shirt or tank top. At first I needed something long enough to cover my bare butt. But after awhile, the shirts got shorter and shorter and it didn’t bother me anymore. Now? Now I don’t need any clothes on at all!! I”m totally comfortable sleeping nude and prefer it. But it didn’t happen over night. It takes time. Hubby too, had several nights of restlessness when he first started sleeping naked. Now, he sleeps like a baby (he actually sleeps worse if he has to wear something to bed).
The first time I ever went commando, was about 10 years ago, while hubby & I were on our first Caribbean vacation – withOUT kids. We thought that we were so daring! It was a huge turn-on for both of us; so much that I always go commando when we have a date out. We call it “going Caribbean” in memory of that wonderful week.