When my Character Victoria goes to fancy events, like her wedding, or visiting the jarl, she wears her fancy outfit. Her fancy outfit is the blue noble outfit with fine boots and her wedding ring and a gold necklace, instead of her normal leather armor. What does your character's wear when they want to be fancy?
Emperor's robes, with fine black boots, gloves, diamond and gold ring, diamond and gold necklace,
The again I have every piece of jewelry in the game, including all variations of fine attire, including dozens of each type of loose gems, and 3 million gold. I play as a Altmer noble. It took a bunch of hacks to get all of this stuff for free.
Noble clothes (I've only found them in the East Empire Trading Company warehouse and on the last DB target) for mages and thieves. Imperial legion officer (heavy) armor for warriors. Forsworn armor for women. (haha)
When I want to be a fancy general I wear General Tullius's armor with steel imperial arm guards and boots. To top it off I wear the spartan looking imperial helmet with dawnbreaker at my side.