He practically bared all on David Letterman, but NYPD Blue's Jimmy Smits says he'd rather keep his clothes on. ''Nude scenes aren't fun,'' says Smits, whose Det. Bobby Simone has appeared in the buff two times this season. ''It's a lot of pressure. Some of the cast wants a StairMaster on the set so you can work out like crazy before your naked scene.'' Worse than his bare derriere on TV, says Smits, was his nude scene in My Family. ''All I remember is that we shot this scene for 12 hours. Naked. It was a pain,'' he says. ''Now, when I see the scene, I can't help thinking, this is soooo long.''