The shorts stay snug when I'm climbing, and I can zip up the top to stay warm while belaying. Dress in clothing that allows easy movement. Some climbers like lycra tights, whereas others go for baggy shorts. The fashion police are not strict. Bring an extra top layer to wear while belaying and just say no to cotton base layers.
Some people say climbing is in their jeans.
Shena Sturman, a 17-year old from Cottage Grove, Oregon, loves her Levi's 501s so much that she competes in them. It doesn't seem to be slowing her down. Basically, any garment that allows freedom of movement is the ticket. A tuxedo made of lycra will work as long as it's comfortable and the tails have been removed. Avoid wearing very loose-fitting clothing, which can snag on the wall or in the rope.