Whatever the workout, it's essential to wear supportive undergarments such as sweat-wicking bottoms like leggings or shorts and a compressive sports bra, for instance. Accessories like cushioned crew socks and headbands or hats aren't just functional—they also make a statement. Don't forget to pack a couple of layers (think: an extra sports bra, top, socks and bottoms) into your duffel bag or backpack to change into after the workout is over.