Emily goes to FDC 2 days a week.

I find old clothes are best - she usually wears track top and pants or something like that. As Kirsty said they do activities that get pretty messy - also I find her grandma (who is her FDC mum) doesn't worry so much about getting food on her clothes so they often come home stained as well. So yeah she has specific clothes for daycare that I wouldn't let her be seen in with me LOL. I usually send one spare set of clothes, very rare that she needs it though.
I dont' label her clothes because there's only three other kids there, but I do have sticky labels (the ones you can order with your name) on her cups and plastic containers that she takes her lunch in.
Shoes - I would buy her a pair of sneakers or sandals when the weather warms up. Don't send her good shoes if they dont' get lost they'll get wrecked.