Somewhere I read about a mom who took her daughter to the doctor and took along her robe, so that when she needed to undress, she could be more comfortable waiting in her own robe.
I decided to give it a try myself - hating the paper covers they give you to "wear". It was great! My dr. did not mind and I was much more comfortable waiting. A little planning ahead can make the visit (or at least the waiting) more pleasant!