Haha, funny b/c on the RunnersWorld online forum, there is a kind of reverse-snobbery about how you can't be quite a serious competitor if you are too well-dressed!!
I definitely began accumulating separate workout wear when I began running, because I, too, sweat a lot when I run. If you don't change and air sweaty workout wear out promptly, you risk both social ostracism but also, sometimes, health impacts.
I do like wearing things that don't look as though they're the last things left in the drawers. I try to buy mostly things in a couple of color families and yes, I DO sometimes consider whether they match my shoes. I gravitate toward things that offer some camouflage of my middle which is now my problem spot. I don't have a problem with my legs so I'll gladly wear shorts or cropped pants unless the temps are low when I like my winter running pants. I splurged on those, although they're a running store brand (Roadrunner Sports).
I keep an eye out for good deals, in workout clothes, because when you wear them a lot and sweat a lot, you sometimes want to replace them often. I've found good buys at REI, as well as Kohl's, and Target, and AmericanEagleOutfitters.
I also am willing to spend seriously on shoes, since when you run, you're pounding on your poor feet a lot. I do yoga and some pilates and weight training too, but all of those are pretty forgiving about what to wear, and I can usually wear a sports bra with a burnout tee over just fine.
Since my bottom half is shapely, I don't mind lounging or doing errands in yoga pants, in fact, I find them extremely comfy and pretty nice-looking, when I wear the right top pieces.
Emily, twinsies, I bought a pair of galaxy leggings (el cheapo, from F21!!) for running in -- it doesn't always get really cold here. Too funny! Actually, if you don't need super heavy-duty wear, F21 has had quite a few things that work for yoga or low-impact kind of workouts. I've also always heard that Victoria's Secret sports bras are amazing for some women runners, I haven't tried them yet.