For me, for the fastest practical exit, I'd wrap myself in my duvet then climb out of the window. Given a few seconds more I'd put on a pair of shoes and grab my keyring and torch from my bedside table. A few seconds more, I'd grab my bug-out bag (which is on the landing) and throw it out the window first. My BOB includes spare clothing so I could dress outside.

I live alone, and my dirty clothes are just dumped on the floor, so given time to dress inside it wouldn't take any extra time to find them. I agree with Susan that getting dressed might not be the best use of time. I'd rather take another minute to locate my phone and waist-pack and tent. Then again, some of my EDC I keep in pockets so putting on yesterday's trousers and a jacket would provide me with some gear as well - it's not just about modesty. As far as cold is concerned, I only sleep naked when the weather is warm. And I'd have the duvet.