It's important to be stylish at the gym. The gym is no time to look like a bum!
To give you a good example I can tell you what I wore at my second workout today (naturally I wore something completely different on my first workout)
On my upper body I wore a tight tanktop from Adidas ClimaCool(r) - it really conquers heat and moisture, and keep me cool (and looking cool) at all times.
For my lower body I wore Adidas original Beckenbauer* pants - straight leg, open hem, zip detail adjuster, elasticated drawcord waist. 52% cotton. 48% polyester.
* Franz Beckenbauer, aka der Kaiser ("the emperor") known for his elegant style and being one of the greatest footballers of all time.
What do you wear?