Although the temperature doesn't fall much below zero, the wind-chill factor can be quite high. Wet weather gear and boots wouldn't be in the way either - occasionally it snows, but this usually turns to slush. Even if the temperature is high people still tend to have a winter look about them. June to early July is the rainy season. It's generally too humid for rain gear - umbrellas are best.
Women are likely to feel very out of place in shorts.
Long shorts are okay for men as long as the beach look is avoided. Autumn days are mild, but there might be a chance of rain - rain wear advisable. Regardless of season men are best off in dark coloured suits with a blue or white shirt. Other colours are worn, but blue and white are considered the most acceptable. It's also advisable for men to be clean shaven - stubble is generally frowned upon.