So, you're ready for your first stand-up comedy gig. Your material has been written, worked and rehearsed and you've got a solid set. The club date has been booked. You're ready. Almost.
You still haven't decided what you're going to wear.
This may seem like a trivial concern. Your material, after all, should take precedence, and if you're funny people won't be paying attention to how you're dressed -- right? Maybe. But, you're trying to make a go of stand-up comedy as a career. And, like any first day on the job, you should put thought into your appearance.
One of the nice things about comedy, though, is that you're free to appear however you like. "Dressing the part" will go a long ways towards creating your stage persona. Maybe that's easy -- you plan to just be yourself up there, and want your clothes to reflect that. Easy enough; dress as yourself. But remember that you're making an impression on the audience from the moment you step out, so it might not be a great idea to wear sweatpants or sandals or whatever you hang out at home in. Be yourself, but be the best version of yourself.
Maybe you're trying to create a stage persona that's somewhat different than yourself. You could go old-school and always perform in a suit and tie (Paul F. Tompkins does this) or a dress (if you're a female; don't perform in a dress if you're a male unless you're a drag queen -- it seems desperate). Maybe there's some kind of "costume" you always intend to appear in, like Judah Friedlander's thick glasses and trucker hats.
The best piece of advice you could receive is this: don't try and dress "funny." Wacky wigs or loud clothing or props attached to your body won't be funny. You have to be funny -- not your clothes. Your clothes will just be annoying and make you seem desperate or amateurish. Don't dress funny.