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The fundamental principle for bicycle clothing is layering. If the weather gets colder or wetter, one does not choose a thicker material but adds more layers. The advantage is that this makes it easier to adjust to changing temperatures without having to carry a complete set for every temperature range, and it is faster to adjust by opening or taking off just one layer. Bicycle riding requires much more attention to just the right clothing - too warm is just as bad as too cold.
Another principle is tight fitting. A baggy jacket not only acts
like a braking parachute but also lets cold air get closer to the
skin, which makes the wind feel much colder because sweat evaporates
directly on the skin. One function of bicycle clothing is to keep
the skin dry by transporting sweat to the outside, where it can
evaporate without cooling the body too much and without soaking the
clothing.
Pants
The advantages of bicycle shorts are that they are flexible, padded, and seamless. Regular pants may constrict your thighs (which expand when you ride), and they will chafe the inside of your thighs where they rub against the saddle, especially if they are loose-fitting because they bunch up. I never ride anywhere without bicycle shorts. If you are concerned about looking geeky, there are versions with an outer part that looks like regular shorts, with invisible inner lycra shorts.
Make sure that the waist and leg hole size fits. Shorts must fit tightly but may not constrict the waist or the thighs (sometimes leg holes are far too small). Waist straps are useful but not necessary. The legs should have rubber threads sewn in at the leg ends. It usually looks like multiple thin white rings stitched into the inside. Do not buy pants that just have a single rubber ring sewn into a fold, they slip.
Long pants have the same advantages over street clothing as shorts, with an additional one: in wet weather street clothing becomes heavy, inflexible, and clings to the skin. Bicycle pants remain flexible, and although they get wet they don't soak up water, and the reduced evaporation and the fact that there is no air between skin and pants make them feel much warmer despite the fact that they are made from much thinner material.
Long pants come in various thicknesses, from the thin lycra material used in shorts to thicker lycra with a fuzzy inside, and as fleece. I have them all: the thin ones for warm weather down to about 10 degrees C, the thick and fuzzy ones for temperatures above freezing, and the thick fleece ones for anything lower than that. (Fleece does not work well in rain.) Some of them have zippers in the lowest part that makes them easier to get over the feet (or even shoes); the material is flexible but pulling too strongly will tear the seams.
Although it may sound unpleasant to wear a plastic shirt, the big advantage of jerseys over T shirts is the fact that they transport sweat from the skin to the outside very efficiently. It takes very hard effort (or a backpack) to get a jersey sweaty, while a T shirt would be soaked very quickly. This is especially important in wet weather because a soaked shirt feels much colder than a jersey. The sweat transport is less effective for very thick jerseys, so it is important to choose the right one and not ``overdress''.
To some degree temperature can be regulated by stuffing the jersey into the pants (which is not normally done) or adjusting the zippers. I prefer jerseys with long zippers. All jerseys have a rather high collar in the back to prevent a sunburned neck, and some can be zipped up the neck in front to protect against cold headwinds.
One problem with bicycle riding is that the feet get no exercise, which means that it's easy to get cold feet in cold weather. Thin inner socks help somewhat, Goretex outer socks help more (and also keep the feet dry). Boots work best.
Short gloves (with the finger ends cut off) should be made of a thin lycra top and a soft leather (or similar material) palm. The area between index finger and thumb must be padded with extra layers or pads. The palm has extra padding consisting of foam sewn between leather layers. There are also gloves padded with gel pads but I do not think the extra expense is justified.
Long gloves come as five-fingered gloves and ``lobster claws'' that are split between middle and ring finger only (this reduces surface area while still allowing two fingers to reach the brakes while the other two hold the handlebars). Long bicycle gloves have extra antislip padding, but in a pinch ski gloves work too. My favorite vendor is Roeckl.
Always tighten the strap until you can just barely open your mouth all the way. It needs readjustment every once in a while. Helmets that slip due to loose straps are no protection! Make sure that you can't pull the helmet back when the strap is closed.
Some people attach mirrors to their helmets and swear they won't punch through their eyeballs in a crash. They don't work for me because I ride road bikes, and all I can see in the mirror is my shoulder. It may work better for more upright riding positions.
Cheap glasses are sometimes not be perfectly planar and distort light, or are not perfectly clear. This is very hard to judge in the shop because when they are new they are polished perfectly. Try to get some where you can attach different glasses to the same frame, you may need both gray shades and clear ones. I do not like orange or yellow ones; they are supposed to increase contrast but I have a hard time judging whether that is oil or water on the road in front of me. I now favor brownish gray ones; the brown color filters the bright blue sky somewhat.
Do not buy lenses coated with ceramics, like Alpina ones. True, they have no static electricity problems, but they scratch easily, are very hard to clean because they grab the cloth, and they become less clear with age.
If you wear prescription glasses, your options are limited. A reader, Graeme Dewar, reports thet Rudi Project Kerosene glasses (they have a number of other different models) allow prescription optical inserts to correct your vision. Other eye wear makers are marketing similar systems, including Adidas, Oakley and some other cheaper brands.
So, do the advantages justify the expense and peculiar look of specialized bicycle clothing? If you ride more than a couple of kilometers a day, and have a high-performance bicycle (as opposed to a gaspipe clunker), definitely. I find riding in regular street clothes uncomfortable, and even painful, and it would take away much of the fun of riding a bicycle. If you want to buy just a single piece to try it out, get padded shorts. It doesn't have to be Pearl Izumi, a $30 sale will do nicely as long as you get the right size.
A word about prices: I haven't found significant price differences for bicycle components in different European countries and the US, except that locally made components are sometimes (Specialized) but not always (Campagnolo) somewhat cheaper. Clothing is an exception, it seems that end-of-summer sales go down to half as much in the US than here in Germany. At standard retail prices though, at an approximate US$/Euro parity, the USA tend to be more expensive than Europe.
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