I sleep in a silky nylon nightgown every night (at least in cold weather I do). In the morning when I get up, I put on my robe (also silky) and slippers and go out on my driveway to get the morning paper. The tiny risk is that someone might see me. It is sort of exciting, and makes me feel a little bit naughty.
Compared to going out in public dressed as a woman (something which interests me not at all), this probably doesn't seem like much, but sometimes the small pleasures are the best