J.L.
You are not alone! :) My 4 1/2 yr old son STILL runs around in his undies no matter the season - and when I hug him he's always warm (he had a TON of heat rash as a baby, even in winter, so he just runs warm). I've basically set some ground rules such as he must be fully clothed before meals and going to play in the basement, and otherwise I just leave him be. My almost 3 yr old daughter has started to copy her brother, but she's pretty content in panties and a dress. Good luck to you!