If you're not a DL employee flying nonrev or a buddy pass rider, the only dress code is that you be sufficiently dressed to not violate any local laws, which effectively means that you can't be naked. DL rules say that you could be offloaded if you stink or are wearing something offensive. Common wisdom is to avoid things that could cause trouble at airport security, meaning no fake guns and no clothing with lots of metal that cannot be removed quickly and easily.