Hi PW, excellent advice from Matthew and Nadir, much of what is covered by Pope Pius XI below.
Here are a few thoughts from Pope Pius XI:
On January 12, 1930, the Sacred Congregation of the Council, by mandate of Pope Pius XI, issued emphatic instructions on modesty of dress to all
bishops, directing them to insist on these prescriptions: "We recall that a dress cannot be called decent which is cut deeper than two fingers breadth
under the pit of the throat, which does not cover the arms at least to the elbows, and scarcely reaches a bit beyond the knee. Furthermore, dresses of
transparent material are improper. "Let parents keep their daughters away from public gymnastic games and contests; but, if their daughters are compelled to attend such exhibitions, let them see to it that they are fully and modestly dressed. Let them never permit their daughters to don immodest garb."
IN GENERAL, clothes should hide the shape of the body rather than accentuate it. Only this kind of clothing can truly be called "decent". This rule automatically excludes slacks (which are masculine apparel) for women. Feminine apparel is a skirt or a dress which must cover the woman's knees when she is seated. Decency in dress is to be observed, not only at Mass on Sundays, but every day of the week. The deciding factor is not whether slacks or culottes are more comfortable than a skirt, but rather to do the Will of God, by "loving Him in all things and above all things" (Collect of the 6th Sunday after Pentecost).
IN PARTICULAR, when attending Mass, we must be still more careful about how we dress. For instance, women must cover their heads: "Every woman praying ...with her head not covered, disgraces her head" (1 Cor.11:5). This rule has been the constant teaching of the Popes, and Pope St. Pius X had it included in the Code of Canon Law (Canon 1262). It is a sign of humility and submission for a woman to cover her head, and draws down God's graces and blessings upon her. Now is it an indifferent matter, just as no exterior act is an indifferent matter, for it proceeds from our very person and reveals what kind of person we are.
Both men and women must have their arms covered in church, even when the weather is warm. It is true that this is a sacrifice, and we should offer it to Our Lord, who suffered so much for us in His Body, in order to save us. Let us learn to imitate Him in mortifying our body.