I change into my own jim-jams but I always make sure I have my shoes on and passport on my person during take off. For landing I change in to my jeans and shoes still on (and passport on person).

But then again I'm the sort that puts them (or slippers) on when walking around the cabin and going to the loo.

I was on one flight when the CC doing the pre-flight check noticed and did say 'very sensible sir' as she walked past.

BTW on flights I never go 'commando' !