I've been doing the occasional spin class at the local gym during the winter months. I never know what to wear when I spin. I've tried everything from lycra bib shorts & jersey (careful to never wear the matching kit), baggy mtb shorts w/ a jersey, cut off khakis w/ a t-shirt, cut off khakis with a jersey (so far this is my favorite).
The problem is the room gets so hot that I sweat like a pig. the lycra & jersey combo makes the most sense and is the most comfortable, but I hate walking in like I'm trying to be a pro racer. Last week I wore lycra and jersey and 3 people in the room asked if I "raced". I was way to embarrassed to answer that question.
baggies are too hot and khaki shorts leave a noticable sweat ring in the crotch area.
And then there is the issue of what to wear in route to the spin class. I don't own any sort of sweat or work out pants. So far my messenger knickers do the trick but I get a lot of looks from the meat head weight lifters.
I'm not a fan of the gym. It probably boils down to the fact that I don't like people. There. I said it.