I feel like I'm playing dress-up in a suit, and did even more so right out of college. If you look uncomfortable, it more than overrides the professionalism of a getup.
"Professional" doesn't mean "dowdy," it doesn't mean "feminine," it doesn't mean "expensive." It means exactly what it sounds like: dressing to do your job in a well-groomed and non-distracting fashion. No one is forcing anyone into sexy-secretary getups, here.
You can dress for work on the cheap. Avoid cheap prints, for the most part, but with a little tailoring, dirt-cheap solids can work. I am also a serious advocate of second-hand.
Don't try to build a wardrobe all at once. I know this is hard advice to follow if you're fresh out of school and just have sweatshirts. But buy the bare minimum — say, pants, a skirt, a blazer and a pair of shoes — and get a sense of what your office is like and what feels right on you in that environment. You've got time and you'll make better choices.
When in doubt, just don't do denim. Unless you're that person who always wears jeans and rocks them and that's your thing (in which case you have it figured out and don't need any guidelines anyway), I'd say just take that huge hunk of guesswork off the table. After all, we're talking about making this as easy as possible, and even if "dark denim" or pencil skirts or something is just fine for your office, you want to get to a point where you don't ever need to wonder if something's appropriate.
Ditto for jersey. It's easy, it's cheap, it's comfy, yes, and it can even look great. But unless you've got the whole office-dressing thing down cold, it's just too risky: it can easily look sloppy and, let's face it, American Apparel doesn't care about office appropriateness. (Tees and shells under stuff are, obviously, an exception. Oh, and underpants.)
Not everyone wears heels. For many they're too girly, for others too hard to walk in. You certainly don't need to. But! If you're really stumped, or feel like you look young and if you'retrying to find the formula to a professional uniform, a pair of sensible, comfy (yes, it's relative) low heels is a good shortcut. Now, if it's not you: don't do it! This holds true for everything, but especially this. For me, as a small and young-looking woman, they were a big help in workplace dressing. And we're going to cover walking in them, for those who are interested.
Stick with closed toes. Whatever shoes you wear, don't do open-toed. (Again, I'm making these absolute because we're going for the clearest possible set of guidelines here.) It can look weird with the wrong tights and in warm months you need a pedicure. Just one less thing to question.
Pantyhose are tricky. This is a tough one, because I do realize this is largely a regional issue. If you're somewhere strict, like a law firm, wear them. I would say though that if you want to look reasonably youthful, nude hose are the absolute best way not to. Black tights, on the other hand, are everyone's friend. Lengthening with a black shoe, stylish with a contrast.
No shorts in the office. This can go south in a few bad ways very quickly. And we're going for the confidence borne of certaintly.
No club clothes. Do I need to say it? Avoid a lot of skin/cropped tops/miniskirts/those pants with 1" button plackets we all wore in the early aughts/crazy makeup/anything vinyl or sequined. But you know that.
When in doubt — or first starting out — create a "uniform." For me, in the office, this was A-Line skirts, low heels and blouses. For someone else it might be wide-legged pants, Oxfords and, I don't know, a sweater vest. My point is, it takes the work - and the panic element - out of it.