I've always wanted to go to an onsen, especially ones with very nice scenery (greenery, rather), but I'm way too self-conscious for something like that and would probably feel out of place being a "gaijin" and all, especially a "black" gaijin.
Okay, I'm not entirely serious there, but I probably would feel self-conscious because of the nudity thing since I am extremely private in that regard. I also wouldn't want to go by myself either. Maybe if I do ever get into JET, I'll manage to make friends who'll just invite me along.
As for the nudity problem, which is solely an "American thing"...do you all feel that most Americans have a problem with nudity because we view it as something private?