I'm not too fond of the nude-ness in Cabaret as well. I mean, I adore the show ... but there are certain things that should not be added on to it [i.e. nudity]. The costumes alone are just fine as they are, and you don't need to go anywheres further. Let the audience think for themselves. You don't have to be like "Hey look! We're using nudity! We're like, totally being edgy!"
Anyways;
From what I remember of the production I worked on, we had the doorwall open to show the ensemble lined up... sort of like a gas chamber. Just as the cymbal crashed, the Emcee removed his coat to reveal concentration camp attire and the lights flickered.
If I ever get a chance to direct Cabaret, I had the idea for the Emcee to kill himself off, instead of gunning down the ensemble [though it's probably been done before, so this idea isn't very clever, but then again I'm not trying to make it sound that way].
This is how I would go about doing it;
The first refrain of 'Willkommen' on the accordion - when this happens, just as he says "auf wiedersehen", The Emcee takes off one sleeve of his jacket and removes his hat.
The second refrain of 'Willkommen' - just as he says "a bientot", The Emcee removes the other sleeve and disgards the jacket to the ground, but before doing so, takes out a gun [that is keep in a pocket on the inside or the outside of the jacket, depending on how convienent the spot is].
As the drumroll begins - The Emcee turns around, so his back is to the audience. As the tempo picks up, he raises the gun so that by the time the cymbal crashes, he has it pointed to his head. Just as the cymbal crashes, he pulls the trigger and falls to the ground.
And that, is my lame idea for the finale of Cabaret... if I ever direct it.
"I am and always will be the optimist. The hoper of far-flung hopes and dreamer of improbable dreams." - Doctor Who
"Yes, the brutalities of progress are called revolutions. When they are over, men recognize that the human race has been harshly treated but it has moved forward." - Les Miserables