They both mean exactly the same thing of course, but its the context of the situation, that would make me choose which I would use.
My personal opinion, is that nude is a slightly politer form of the word naked. If we were referring to a tasteful series of 'artsy' images, shot in black and white, I'd refer to them as 'Nudes' - Absolutely zero 'shock value' - Simply just a statement of fact.
However if someone was naked in a shopping center, walking about infront of people and children etc, Id say they were naked. Also a pervert, but Id use the word Naked as opposed to Nude.
Although I attribute a 'shock value' to Naked over Nude, that isnt always the case, and the difference is so minimal that it's hard to say. However, in your context, I expect either will do perfectly well
