For Pilates, you need (at the very least) a pair of Pilates socks or shoes with a good grip on them. They’re compulsory in most studios. However, you also need comfortable clothing. Don’t wear anything too baggy so the teacher can see your form. You also dont want to run the risk of loose tops riding up or leggings falling down! Here are four fabulous brands to suit every budget, to start your Pilates clothing collection off.