Workout style might seem like a superficial consideration, but having the right clothes can make the difference between an enjoyably comfortable workout you want to repeat or an uncomfortable, even embarrassing experience. This is especially relevant for yoga, which can maneuver you into inverted postures and other positions that you wouldn't normally assume during a regular workout.
Fit
Most activewear is relatively form-fitting. This is ideal for yoga practice, when the instructor needs to be able to see how your body is aligned beneath the clothing. However, if you're not doing yoga, you can wear looser-fitting sweats and T-shirts to suit your sense of modesty.
The Fitting Room
As a general rule, keep trying clothing until you find something that fits and flatters your current figure. Dress for the way your body looks now, not for your ultimate goal weight.
Do a few simplified yoga poses in the fitting room and check yourself out in the mirror. Does the shirt fall down over your head, does an unsightly gap open at the back of your pants, or does everything stay in place? If you're dressing for other types of exercise, do a simplified version in the dressing room -- jog in place, do a few side kicks, or swing your arms around -- to make sure the clothes don't chafe or hinder your movements.
Materials
Cotton was once the standard for workout clothes, and that's a fine choice if you're working out in hot, arid climates or a steamy yoga room. However, sweat-soaked cotton may cling to your skin. A number of synthetic fabrics are treated to help wick moisture away from your skin, keeping you relatively comfortable no matter how hot it is or how much you sweat. If you wear synthetics, look for fabrics treated with silver threads or antimicrobial compounds to help combat the smell that often results when human sweat meets synthetic fabric.
Hot Yoga
Hot yoga goes contrary to the dress norms for most gyms. Because the room you're exercising in is heated to more than 100 degrees and gets even hotter from the body heat of the participants, stripping down is a necessity. Many hot yoga studios allow men to go shirtless, and women may wear a sports bra and shorts.
Other Considerations
A note for women: Yoga tops usually aren't meant to support your bust during higher-impact activities like jogging or calisthenics. For these activities, you need a sports bra designed to support your breasts by either encapsulating them or compressing them, or both.