One, I think you should dress appropriate as mentioned in someone's past post about a girl who's jeans were cut too low. The show I'm currently working on, we have one girl who gives a show of her own every night when she bends down to move props and what not. Its distracting and distasteful. So I'd say that's important.
Two, I once had a manager who said you should dress for the next position. In a theatrically sense what this means to me is that on interviews I dress business casual...suit without the jacket...but sometimes I wear the jacket. Image and Perception plays a huge role in everything. I want the director or production manager to know they are getting someone professional, put together, organized and about business. I keep my resume's in a portfolio, I show up early, and I don't wear a tank top and shorts.
In the rehearsal process..it truly depends on the show, the people, the environment. I worked on one show that had 600 pounds of dirt that I and the ASM had to wet, till, move, and do all sorts of things too. The director even asked the actors to wear the same stuff...so their laundry bills wouldn't go up. We left rehearsals filthy.
Sometimes I go to rehearsals right after work...but at my day job...I wear extremely casual clothes. So that translate to rehearsals sometimes.
Now during the the show...that's my time to shine. I love wearing dresses! I absolutely love it. So even for the show where I had to till the dirt beforehand...after it was done, I'd change into my dress, climb into the crow's nest (the booth) and run the show. Always in black though.