Trish,
I wore PJs for the first 24hours, until I was allowed to get up and have a shower, then it was trackie dacks for me!
I guess because I was up and down to the NICU all the time, I didn't want the world to see me in my jammies. It's what you feel comfy in though!
ETA: As soon as I could I had my babies in their own clothes, for the same reason, the hospital gowns just didn't look comfortable, in fact looked quite rough. Ivy and Noah got around in just a nappy for the first few weeks but I had some really cute tiny clothes for them and it made me feel as though they were my babies, just a little bit, in the world of the NICU