I will note my surprise when I learned that this was my preference!
I did have to find the right material to fit between me and the environment. I live in a cool climate but am always running a little too hot for indoors. For me the most comfortable clothing is a suit of medium-fine and somewhat “porous” wool. Very lightweight for the warmth it gives outside. Breathes well inside and I can take off the jacket to cool down. Lightweight shirt to be able to bleed off heat.
I do not at all enjoy wearing cotton or synthetic suits.
The fit is important of course. I’m blessed with haphazardly fitting well into off-the-shelf suits… if I can mix and match the pants one size up or down to the jacket. –It’s kind of random which way it goes.
Then I take a size smaller motorcycle gloves than the similarly-sized runway model would — and a size bigger dirt bike helmet. The reader will note that I’m not at all perfectly shaped :)
Fitted worse than off-the-rack. I figured you need to keep adjusting the measurement at your tailor until you find the perfect fit, which is too much effort for me.
Or find an outstanding professional, which is just too expensive.