If you are really serious about dance, you could wear whatever you like but please don't wear something that would be so outrageous that it would disrupt the class, even for a little bit.
Most women, including myself, do love it when males attend class, even if they're gay. What they wear may cause some of the girls to giggle a bit at first, or during a break, but such usually wears off after a while. As long as you keep attending class and are willing to put the time in for it, you'll come to be regarded as one of the gang. Also, I tend to believe that if a guy is gay then he is not interested in staring at me or what I am wearing or the other girls which is good as the rest of us are interested mostly in learning to be better dancers.
Hope this helps.[/i]