Mmmmmm... Blue latex! Ok, time to brain back in gear. From what I read about the first film, 80% of her body was covered with glued-on latex panels, and the other 20% is actually painted bare skin. The illusion of her being naked is still achieved with poor lighting.
As for Jean, she was having trouble controlling her powers early in the film, and there were subtle suggestions about, I can't remember the correct words, but some mutations are "great leaps and bounds" above others on the evolutionary ladder. From what I'm thinking, Jean hasn't reached her potential yet. She's in some transitional phase.
As for flying mutants, I think the director wanted to avoid that, because he thinks it's been overdone, and it doesn't fit in with his idea of this near-future universe he's creating.