WalMart and Target have comfy workout clothes that are really inexpensive. I just cringe when I go into somewhere like Dick's Sporting Goods and the name-brand workout pants are $60! Maybe someday as a treat to myself, I'd buy one of those cute, expensive outfits...but for me, the gym's more about getting sweaty and a good workout than how cute I look in what I'm wearing
That said, I ALWAYS buy good sports bras (which I buy at Dick's Sporting Goods)--I'm a busty girl and I need to be held in place. So no skimping there. I also always buy good sneakers (I'm partial to Asics brand), as I feel that proper foot support is VERY important.