I tend to dress conservatively. My look tends to be toned down all the time. Today, I'll be in my Business Traveler Camouflage Uniform: Black dress shoes, black socks, nice jeans, navy button-down shirt, and medium-grey blazer. My laptop bag and duffel look vaguely tactical but are both black and relatively inconspicuous. Nobody gives me a second look.

My favorite item that helps me pass unnoticed in urban and suburban situations is undoubtedly my rain shell. It's black, doesn't have any reflective components or fancy-looking logos (if you look closely you'll see it's made by Columbia, no affiliation), is a size larger than I need for layering, and can cover a multitude of sartorial sins, at least from the waist up. I've worn it successfully from 100 degrees to 10 degrees Farenheit with appropriate layering. It keeps me warm, dry and inconspicuous. It doesn't look unusual except when the weather is hot, dry and windless.

There's another one just like it I keep in a kit.