What a great question! Because of what I do for a living I have to wear workout clothes all the time. I live in yoga pants, athletic tanks, and running shoes or flip flops. In my opinion this is too much like the pajama look that can look like you just don't care about how you look.
If I wear more athletic "jock" clothes that isn't fitted I look frummy and if I wear more fitted clothes then I get the wrong attention from clients and male trainers. So no matter what I wear to work I get no respect as Rodney Dangerfield used to say.
Personal training is a very male dominated business and the guys always want to talk down to you or try to sexualize every conversation and it's hard to stand up to them when you're just shy of 5'4" tall and you don't look like those bodybuilding chics that almost look like dudes.
If I could wear anything I wanted I would look like Trinity from The Matrix or Blair from Terminator Salvation (gun and knives included).
I think if I wore hardcore boots, tight leather, and a gun then I would come across the way I really feel which is sexy smart and tough but the guys would think twice about saying some of the rude things they say and maybe they would take me more seriously right from the start.
When I wear Jeans to work I get a completely different vibe from people. Funny how clothes can have such an impact on your self esteem and the way others see you. I wonder what how people would judge each other if everybody just ran around naked.
Here's a pic of Moon Bloodgood as Blair Williams. I love her boots!
http://www.terminatorsalvation.ca/gallery/Moon_Bloodgood.asp