I feel like going to see a therapist is akin to going into battle. I dress in a way that it would be easy to move or get away should it become necessary. It looks casual and relaxed but its purpose is mobility.
I am careful, when very depressed, to remember to check to see if the jeans and shirt are reasonably clean. I actually put a note to myself that says "change clothes" for days I go in to work and therapy.