I use fastidious sometimes, usually to describe a person is very picky, perfectionistic, etc. It's kind of a funny sounding word, so I almost feel like I'm joking when I use it, but it's descriptive.
Squeamish is a good word. People frequently use 'uncomfortable' to mean the same thing, though 'squeamish' is more precise. The usage is slightly different, "Squeamish about public nudity" or "Uncomfortable with public nudity."