I remember what I wore to my first Bikram Yoga class ~ bike shorts and a sports bra. I look around me and there are ladies in bikini tops and bottoms. Ninety minutes later, I decided to ditch the bike shorts. The sports bra I could live with. I check out the outfits for sale at the studio. Pretty darn cute, but also pretty darn pricey. We're looking at between $45-$60 a piece! Clearance items are marked down by 40% which isn't bad. Ten months into my practice I have acquired a few items of hot yoga clothing. A word of advice when picking out tops ~ make sure it stays where it should when you do the Half Moon Pose. For this pose, one must stretch both arms up, elbows locked, palms squeezed together tightly with index fingers pointing up like a church steeple. Then you bend sideways to the right then to the left. If the top stays to keep you "decent", it passed the test. I've had the misfortune of buying tops without "test driving" them first. I've had to keep adjusting during class. Very distracting. Live and learn.
As for bottoms, I now wear short shorts with side strings that can be pulled up and tied to look more like a bikini. On days that I feel bloated, I don't bother pulling the strings up so the shorts look more like shorts.
Whatever you choose to wear, be sure that you are comfortable. You will be sweating a lot, yes, I mean dripping A LOT. Last but not the least, be comfortable in your own skin. No one outside yourself will judge your fashion sense. It is all about you and you have to love YOU. Namaste.