Personally I would say do what you like, assuming general awareness of decency. I have seen people board in their PJs before. When I use the ones UA supplies on longer routes, I change in the lav. The 77W (aircraft for SFO-FRA) has a larger lav at door 2L, which makes changing easier. The one thing I would say don't do — which I have seen people do — is change in the seat.