The X-men movie franchise established Mystique as a naturist in the eyes of the cinema-going audience. Whenever the character returns to her natural form, her modesty is only covered by thicker blue scales in strategic areas. However, the comics have always shown the character as being able to alter her clothing as well as her physical characteristics. This makes sense in terms of the narrative, as Mystique's ability would be much less impressive, and less useful, if she had to run around finding suitable clothing every time she changed her appearance. As Mystique is only able to alter her own body, we must assume that the clothes are a part of her body. So, any time a change in appearance is accompanied by a change in outfit, you'll know that she is, in fact, still wandering around naked.