I think this might have already been covered elsewhere...
But in any case, there's no guarantee that you'll receive a thorough exam. I've found that it's really hit-and-miss when it comes to finding a doctor that still does a thorough exam. As has been already said, if you have real health concerns that would warrant a thorough exam in a particular area, by all means share those with the doctor during the meet-and-greet stage when they are reviewing your history and symptoms.
What is the reason this is a new doctor? Did you move? Did you change health insurance plans? Did your old doctor retire or leave the practice? I ask because the answer to those questions could also be shared with your new doctor. And depending on the answer, that's another suggestion to them that you want a thorough exam. For example, if you tell them that "The reason I switch to you as my doctor is that I became disappointed in the thoroughness of my last doctor".
Most importantly, signal to this new doctor two important things: 1) That you're expecting to receive a full and thorough exam. 2) That you're comfortable with a thorough exam, including one where you need to remove all of your clothing. You can communicate those things in a couple of ways. You can just tell them outright that you're there for a "full physical exam", or a "comprehensive exam". You can tell them (if it's true) that you haven't have a full "head to toe" exam in a long time and that's why you're there. I think many doctors don't do a comprehensive exam because they feel that the patient is embarrassed and doesn't want to undress for a full exam. So when the nurse tells you to undress, do it. If they tell you that you CAN leave your underwear on "if you like", don't -- take it all off. Obviously if they make it clear that they want your underwear on (and don't make it an option for you), then leave it on. But if they hand you a gown and say you "can" put it on, don't. Just present yourself in your underwear when the doctor enters the room. Again, if they have explicit instructions for you ("you must wear this gown"), then obey those instructions. But when given an opportunity to make your own choice, remove as much clothing as possible.