I can never quite decide what is the worse crime: to throw sense of fashion out the window all together when going to the gym or doing the opposite and wearing 2 inches of foundation and lipstick (why??)!
I'm happy to wear something simple and comfortable, as long as it's flattering. I.e. no oversized tracksuits. I quite like Stella McCartney's sportswear designs; for something a little cheaper I usually go with Bonds.