I think his innocence was partly, or mainly, a product of his awkwardness. He never seemed confident to me in the role until really the final scene, and when he was engaging in physical activity. Whether or not it was a weakness in his performance, I think I would agree with that, as Craig's Bond (and Brosnan's to a limited extent) was also naive in terms of his thinking that he could just retire and leave MI6 behind, everything would be fine and he would be perfectly happy; yet he never struck me as innocent. Although I'm no fan of Craig, I do think he strick the right note in not apearing innocent; I mean, whether or not one supports what Bond does, he is, among other things, a professional killer. Not only is he not innocent, but he can't afford to be, not even when he was inexperienced.
I often think about how great it would have been if Connery had been in OHMSS, however while I do consider Connery to be the best actor of all the Bonds, I'm not sure if he could have, or would have wanted to let his guard down in the way that Lazenby did. Perhaps, if Connery had starred in OHMSS, and was indeed willing to expose himself emotionally in the same way that Lazenby did throughout the entire film (and especially the ending,) we could have had the greatest Bond performance of all time, or at least one that rivalled the early Connerys.
Bond would still have been naive, but his naivety would have been borne out of recklessness, boredom or perhaps even true romantic love, rather than out of innocence.
Regardless, I love that Bond was naive as his naivety arguably led to Tracey being killed; thus, she killed because Bond worked On Her Majesty's Secret Service. 
Last edited by Dan Same (10th Jul 2009 19:28)
"He’s a man way out there in the blue, riding on a smile and a shoeshine. And when they start not smiling back—that’s an earthquake. and then you get yourself a couple of spots on your hat, and you’re finished. Nobody dast blame this man. A salesman is got to dream, boy. It comes with the territory." Death of a Salesman