Don't laugh. In my ministry blog I was asked if when we die, or during the rapture, whichever comes first ... will we retain our clothes?
Regarding a lack of clothing:
Those who have taught the rapture seem to emphasize that our clothes will be left behind. For instance, Jack Chick's tracts seem to always have the saints ascending to heaven without their clothes, and all of the "left behind" books and movies I have heard about use the visual device of those who are not taken in the rapture finding the clothes of those who have been taken.
While I don't think the scripture teaches a rapture in the way it is popularly portrayed, even the interpretations of scripture that manage to find a "rapture" where believers are taken into the heavens before the earth is judged do not indicate anything about clothes, one way or another.
The idea seems to come from the picture in the story of Adam and Eve in the Garden of Eden, where they were "naked and not ashamed" in their innocent state before their rebellion against God. Apparently, those who see a rapture where people disappear, extrapolate from that and come to the speculative conclusion that those who are taken leave behind their clothes.
Regarding clothing:
The pictures of the redeemed in the final days in the book of Revelation are clothed - and this would definitely be after the rapture, whether you believe in the taking of the saints before judgment upon the earth, or the greeting of Jesus in the air upon his return and then following Him back to the earth (my view). Those who "overcome" will be clothed in white garments (Revelation 3:5), as well as the 24 elders (Revelation 4:4), and the great multitude from every tribe and nation (Revelation 7:9).
I see no reason to believe that we will lack appropriate clothing in the world that is to come, if clothing is needed at all. Scripture simply doesn't concern itself with that question. We will have what we need.
... should we be concerned with the physical shape our body is in, or will it matter?
Obviously yes, but not for the sake of appearances or because we won't be able to cover up with clothes. We need to take care of our bodies for it is the primary way we interact with this world and with each other. Our bodies are a gift from God and we should work to keep them healthy and fit. Now obviously, we only have a limited amount of control over that as sickness and the aging process works against that goal. However, most of us could probably do a better job of taking care of our bodies without obsessing over them and turning them into an idol. I know a man in our congregation who will be 97 this month and is still amazingly fit and active. We have an annual neighborhood carnival for the families that surround the site of our church facilities and we usually have a portable climbing wall as part of the fun. He easily and gracefully climbs to the top in just a few seconds, better than most of the teenaged boys and men a quarter of his age. Obviously, he has good genes, but he has also taken good care of himself without obsessing over his body. He is not a body-builder nor someone who seems to think his strength and fitness is anything special.
And that got me thinking, we will have a brand new body upon death of this one, so, the old man flab and chicken wing flab under the neck and on the arms, should be swallowed up and replaced with a buff new, well buff, body!
Apparently our bodies will be transformed into a body like Jesus, in the sense that they will not age nor become corrupted in any way. That won't necessarily mean that we will be "buff" or look that much different that we have looked during these days upon the earth - minus all of the sun damage, wrinkles, etc. There are ancient Christian traditions that speculate we will look like we did in the physical prime of our lives. A fellow I know who was born without regular fingers and toes told me he thinks he will be resurrected in the same way, for he believed he was made that way for a purpose. I don't know about that, but we will be satisfied with our bodies and be recognizable by those we have known in this life.