I always dress up for shows! I don't go that often anymore but even when I went all the time I considered it a special occasion. I usually wear a vintage dress with a cardigan sweater or plain black hoodie I can take off and stash in my purse if it gets hot... I wear sensible shoes though like flat mary janes or chucks.
I always wear a fake flower in my hair, which I throw onto the stage at the end of the show as a sign of my appreciation.