it's not mandatory to be sky-clad [though i think it's Gardenian Wicca which is typically sky-clad] it's optional and your personal preference.
personally, no, i've never gone sky-clad, but i'm one of those shy people who isn't comfortable having too much of my body showing no matter who i'm with. when i first started i wore a nice skirt and top, now i wear a cloak. whatever you choose be sure it's not street clothes you've been wearing all day. even if you go for jeans and a t-shirt [which some people refuse to wear synthetic fibers inside the circle] make sure you keep those clothes separate and only wear them when doing magick, ritual, or are in the circle. these clothes are blessed in some way, and using them all the time will tarnish them so to speak [negative energy, wear and tear etc.]