Spa treatments are designed to make you look and feel better, but it's definitely not relaxing to be left in the changing room with nothing but a robe and a bunch of unanswered questions. So, should you be giving your aesthetician the full monty? If you're getting a Swedish, deep tissue, hot stone, or other "standard" massage, keeping your undies on actually gets in the way of muscle work, plus it's likely to get messed up by massage oil; the same goes for body wraps and scrubs.
If you're getting a facial, you only really need to lose what you're wearing up top. Some treatments, like acupressure massages, don't require you to be unclothed. But as a basic rule, if someone gives you a robe and time to change, they're expecting you to take your clothes off. If you're unsure about how much or little to take off, just ask. But saying that, most spas will provide you with a disposable G-string if they require you to take off everything. And if you're worried about being judged by your therapist, don't. A masseuse friend once told us that therapists are looking at your muscles and alignment, not thinking about your size.