I'm kind of a snob about this subject, ever since I was an exchange student at age of 16 going on 17. My host sister informed me in no uncertain terms that I "reeked" of "dreadful ugly American tourist" because of these things:
1) Sneakers. Of any style. (Remember this was over 30 years ago.... I think Converses or other fashion sneakers would be just fine today).
2) Shorts. You only wear shorts on the FARM.
3) Any pants or skirts or shorts with POCKETS. In her culture, it was considered gauche for a woman to put her hands in her pockets. Ever.
4) Carrying a camera. Okay to be discrete and tuck one in your purse, but don't wear one around your neck.
5) Polo shirts. Especially the striped kind. My mom actually sewed up a bunch of polo shirts for me for this trip - and my host sister banned me from wearing them. I didn't have any graphic tees but I'm sure she'd have felt the same way about them.
Luckily, my host sister was a competent seamstress so she sewed me up a wardrobe that she deemed suitable for me to wear when off the farm, including the cutest denim skirt that I cherished for years after. It worked too: after I started dressing differently, I would often get mistaken for a citizen by other American tourists.
At any rate, ever since that experience, whenever I travel outside the U.S., I take great care about what I pack. It's one thing to wear gear and sneakers at Disney - you'll blend right in. Anywhere else, you stick out like a sore thumb. And even if you don't care about sticking out like a sore thumb, well.... there may be cultural rules at play (like no shorts or hands in pockets - or baring your shoulders in churches and your head in mosques), and by not following them, it can actually be considered rude.
I'm glad I learned from YLF about clams, because that does solve the "no shorts" problem. However I do have to say that in really HOT climates I've been in, like Spain and Mexico, and on the 100 degree days in Paris, a breezy cotton casual knit dress beats clams any day. Yes, even for lots of walking and climbing around dusty ruins.
When I went to Disney, I tried to look nice the whole time. I don't remember having trouble with my feet (I wore Cole Haan sandals with Air Nike technology), but I do remember caving at one point and buying a Disney sweatshirt because I was chilly at night.