For years I ordered things on-line. If I liked how it looked on the model then it would be fine for me. At first that worked out well, or so I thought. Then in early 2008 I decided that it was time to just be me and part of me was being a cross dresser. So I went shopping and found the key was be confident (or at least fake it). The sales associates normally don’t really care as long as they get a sell. Some times they do ask “who are you shopping for”? The first few times I was a bet hesitant to answer honestly but after a few shopping trips I was able to say “me”. That paid off as they helped me shop for me. Something’s no matter how much we like them won’t look good on us. In the beginning of this I said it all worked out well, I was wrong. It is just building confidence. The one store that I have always had good luck in is Lane Bryant as they do cater to our community. If you want to try things on they prefer that you call ahead and ask for an appointment. They will have a SA set up and will help you pick the right size and you will be able to try things on. Normally the store is closed so you will not have the awkward looks.
As for should what you should wear I think the advice that you have gotten hear is pretty good. If you are going to go dressed wear something that you are comfortable in and is easy to change in and out of with ease. However if you are not comfortable wearing female clothing out, don’t. It is easy to be read and do understand that people who do not understand much about cross dressers may be mean.