I think this is part of that whole "pray alone in your closet" thing in Matthew. Is there any similar thing in the Torah or in other bodies of Jewish law or custom?

I've always been kind of fond of the idea that you shouldn't be considering other people much at all when praying, but then again, I was raised Protestant, and am inward-looking by temperament anyway. Communal prayer is, in my mind, not less worthy, just a different exercise. And I certainly wouldn't have wanted, to follow your example, pray naked in church--for one thing, the sanctuary of my childhood church was incredibly drafty in the winter, and the boiler went out regularly. :)