Simple black burglar mask is mandatory regardless, but the rest of the outfit could fall into one of two categories:
The "I bought a catsuit for this but I'm wondering if its intended purpose only involves crimes in CERTAIN states": a skintight shiny rubber catsuit that unfortunately squeaks loudly at my every move, making it horrible for stealth.
OR
The "I just threw on all the black clothes I had which makes me look like I'm ready for a night on the couch binging my favorite show": A pair of black sweatpants and a black tank top.