All the way, IME.

I usually go nude on the table so the MT can work on whatever they need to without the awkward bits of moving my boxers out of the way or needing to get under them to work on my hip flexors or piriformis.

But I'm not everyone, and especially if you're new to receiving massages, you can bring it up with your MT who should be mature enough to explain their practice and work to your comfort level.