Well, it usually depends on the dress code of the occasion. Unless you are dancing outside, the weather has little bearing on this since you will soon get hot dancing although it may be a good idea to bring a jumper/fleece to put on afterwards to prevent you cooling down to quickly.
Ceilidh dancing can be extremely strenuous and so most people will opt to wear as little as possible. Thin, lose and light layers are usually the order of play. Footwear varies from trainers to light pumps and sandals although these leave the toenails dangerously exposed to the boots of keen but not accurate dancers! Certainly high heels are not recommended. Many people enjoy dancing in bare feet but these can become blistered and depending on the dancing surface, splintered with wood or broken glass.