Running tights: We always have a hard time figuring out what will keep us warm on the way to the gym but won't be stifling when we're hitting the elliptical. Enter the running tight. They're cozy when you're dashing out in the cold but breathable when you're sweating it out indoors.
Sports bra: The most important item in a workout getup is a good sports bra. Look for one with compression fit (to keep everything where it should be) and bonded seams (so you don't have funny lines when you wear a T-shirt over top).
T-shirt: Always opt for a V-neck. It gives you more shape than a baggy crew-neck style.
Sneakers: Nike uses the same colorways for its sneakers and sportswear. So if you choose a brightly colored sneaker, you won't have to worry about matching it to your workout clothes. There is a full range of complementary gear, from tops to jackets to hats.