There are rules and regulations for going through an airport security checkpoint, and what you wear can help determine if you sail through screening or are given a pat-down.
Let's talk about clothing first. You may be asked to remove any loose-fitting clothing, so don't pull on your warm sweater until you're at the gate or on the plane. Be smart when picking out accessories and jewelry; pack them or don't wear any. You'll be asked to remove any metal jewelry, along with scarves, hats, belts, coats, and jackets -- and you'll be asked to remove your shoes, so consider wearing a pair that slip on or are easy to remove, rather than those that have laces or buckles or are otherwise time consuming or fussy.
The TSA does allow passengers with head coverings and religious attire to wear it throughout the screening process, although additional inspection may be required.